# EDGAR Filing Document

**Accession Number:** 0000869365
**File Stem:** 0001752724-23-015274
**Filing Date:** 2023-1
**Character Count:** 4732516
**Document Hash:** 0dc0f0f7eb5db2c43c7b64d38f53648e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015274.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015274

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SCHWAB INVESTMENTS
- **CENTRAL INDEX KEY:** 0000869365
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06200
- **FILM NUMBER:** 23558775

**BUSINESS ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 1-415-667-7000

**MAIL ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

## Series and Classes Contracts Data

### Schwab U.S. Aggregate Bond Index Fund (Series ID: S000056207)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000176960 | Schwab U.S. Aggregate Bond Index Fund | SWAGX           |

## Nport-Ex

Schwab Investments <br>Schwab Treasury Inflation Protected Securities Index Fund

------

**Portfolio Holdings** as of November 30, 2022 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The following are the portfolio holdings as of the report date. For more information, please refer to the fund's semiannual or annual shareholder reports. You can also obtain this information at no cost by calling 1-866-414-6349 or by sending an email request to orders@mysummaryprospectus.com.

For fixed-rate obligations, the rate shown is the interest rate (the rate established when the obligation was issued). For variable-rate obligations, the rate shown is the rate as of the report date based on each security's rate reset date. The reference rate and spread used is shown parenthetically in the security description, if available; if not, the reference rate is described in a footnote. The maturity date shown for all the securities is the final legal maturity. Inflation-protected securities are fixed-income securities whose principal value is periodically adjusted by the rate of inflation. The interest rate on these instruments is generally lower at issuance than typical bonds or notes. Over the life of an inflation-indexed instrument interest will be paid based on a principal value, which is adjusted for any inflation or deflation.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **TREASURIES** 99.8% OF NET ASSETS | **TREASURIES** 99.8% OF NET ASSETS | **TREASURIES** 99.8% OF NET ASSETS |
| **U.S. Treasury Inflation Protected Securities** | **U.S. Treasury Inflation Protected Securities** | **U.S. Treasury Inflation Protected Securities** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/15/24  | &nbsp;&nbsp; 97111010 | &nbsp;&nbsp;&nbsp;&nbsp; 95301109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/15/24  | &nbsp;&nbsp; 54544196 | &nbsp;&nbsp;&nbsp;&nbsp; 53227641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 07/15/24  | &nbsp;&nbsp; 88195448 | &nbsp;&nbsp;&nbsp;&nbsp; 85678760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 10/15/24  | &nbsp;&nbsp; 78668738 | &nbsp;&nbsp;&nbsp;&nbsp; 76153449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 01/15/25  | &nbsp;&nbsp; 80645835 | &nbsp;&nbsp;&nbsp;&nbsp; 77908645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/25  | &nbsp;&nbsp; 54967126 | &nbsp;&nbsp;&nbsp;&nbsp; 55473764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 04/15/25  | &nbsp;&nbsp; 64566264 | &nbsp;&nbsp;&nbsp;&nbsp; 61966812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/15/25  | &nbsp;&nbsp; 88554978 | &nbsp;&nbsp;&nbsp;&nbsp; 85626341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 10/15/25  | &nbsp;&nbsp; 78403073 | &nbsp;&nbsp;&nbsp;&nbsp; 75258393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/15/26  | &nbsp;&nbsp; 74460205 | &nbsp;&nbsp;&nbsp;&nbsp; 72167774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/26  | &nbsp;&nbsp; 35477186 | &nbsp;&nbsp;&nbsp;&nbsp; 35815794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 04/15/26  | &nbsp;&nbsp; 60584745 | &nbsp;&nbsp;&nbsp;&nbsp; 57517515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 07/15/26  | &nbsp;&nbsp; 74326389 | &nbsp;&nbsp;&nbsp;&nbsp; 70786732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 10/15/26  | &nbsp;&nbsp; 83808265 | &nbsp;&nbsp;&nbsp;&nbsp; 79661982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 01/15/27  | &nbsp;&nbsp; 69220917 | &nbsp;&nbsp;&nbsp;&nbsp; 66134784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/27  | &nbsp;&nbsp; 34351731 | &nbsp;&nbsp;&nbsp;&nbsp; 35514456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 04/15/27  | &nbsp;&nbsp; 85611569 | &nbsp;&nbsp;&nbsp;&nbsp; 80777039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/15/27  | &nbsp;&nbsp; 76306380 | &nbsp;&nbsp;&nbsp;&nbsp; 72943958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/15/27  | &nbsp;&nbsp; 45089746 | &nbsp;&nbsp;&nbsp;&nbsp; 45697092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/15/28  | &nbsp;&nbsp; 77871184 | &nbsp;&nbsp;&nbsp;&nbsp; 74325132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/15/28  | &nbsp;&nbsp; 32310735 | &nbsp;&nbsp;&nbsp;&nbsp; 32798999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/28  | &nbsp;&nbsp; 33036643 | &nbsp;&nbsp;&nbsp;&nbsp; 36660123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 07/15/28  | &nbsp;&nbsp; 67829869 | &nbsp;&nbsp;&nbsp;&nbsp; 65588580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/15/29  | &nbsp;&nbsp; 58102089 | &nbsp;&nbsp;&nbsp;&nbsp; 56176836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/29  | &nbsp;&nbsp; 29782275 | &nbsp;&nbsp;&nbsp;&nbsp; 31572319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/29  | &nbsp;&nbsp; 38389549 | &nbsp;&nbsp;&nbsp;&nbsp; 43879409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/15/29  | &nbsp;&nbsp; 68652411 | &nbsp;&nbsp;&nbsp;&nbsp; 63811412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/30  | 116919264 | &nbsp;&nbsp;&nbsp; 106808244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 07/15/30  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/31  | 179016222 | &nbsp;&nbsp;&nbsp; 162270248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 07/15/31  | &nbsp;&nbsp;&nbsp;&nbsp; 3812759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3445861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/32  | 141864578 | &nbsp;&nbsp;&nbsp; 127258553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/32  | &nbsp;&nbsp; 13796326 | &nbsp;&nbsp;&nbsp;&nbsp; 16180444 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/32  | 102830716 | &nbsp;&nbsp;&nbsp;&nbsp; 96821999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/40  | &nbsp;&nbsp; 18051015 | &nbsp;&nbsp;&nbsp;&nbsp; 19641926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/41  | &nbsp;&nbsp; 26042413 | &nbsp;&nbsp;&nbsp;&nbsp; 28263403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/15/42  | &nbsp;&nbsp; 42194260 | &nbsp;&nbsp;&nbsp;&nbsp; 36286816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 02/15/43  | &nbsp;&nbsp; 33129660 | &nbsp;&nbsp;&nbsp;&nbsp; 27436931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 02/15/44  | &nbsp;&nbsp; 45598153 | &nbsp;&nbsp;&nbsp;&nbsp; 43620764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/15/45  | &nbsp;&nbsp; 50164178 | &nbsp;&nbsp;&nbsp;&nbsp; 41993253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/15/46  | &nbsp;&nbsp; 25827286 | &nbsp;&nbsp;&nbsp;&nbsp; 22734910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 02/15/47  | &nbsp;&nbsp; 31655544 | &nbsp;&nbsp;&nbsp;&nbsp; 26992824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/15/48  | &nbsp;&nbsp; 23013520 | &nbsp;&nbsp;&nbsp;&nbsp; 20110365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/15/49  | &nbsp;&nbsp; 21558565 | &nbsp;&nbsp;&nbsp;&nbsp; 18904810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/15/50  | &nbsp;&nbsp; 32588633 | &nbsp;&nbsp;&nbsp;&nbsp; 23304403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 02/15/51  | &nbsp;&nbsp; 32799183 | &nbsp;&nbsp;&nbsp;&nbsp; 22576194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 02/15/52  | &nbsp;&nbsp; 38011089 | &nbsp;&nbsp;&nbsp;&nbsp; 26328132 |
| **Total Treasuries**<br> **(Cost $2,855,577,046)** | **Total Treasuries**<br> **(Cost $2,855,577,046)** | **2559868503** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **SHORT-TERM INVESTMENTS** 0.0% OF NET ASSETS | **SHORT-TERM INVESTMENTS** 0.0% OF NET ASSETS | **SHORT-TERM INVESTMENTS** 0.0% OF NET ASSETS |
| **Money Market Funds 0.0%** | **Money Market Funds 0.0%** | **Money Market Funds 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.66% *(a)*<br>| 522835 | **522835** |
| **Total Short-Term Investments**<br> **(Cost $522,835)** | **Total Short-Term Investments**<br> **(Cost $522,835)** | **522835** |
| **Total Investments in Securities**<br> **(Cost $2,856,099,881)** | **Total Investments in Securities**<br> **(Cost $2,856,099,881)** | **2560391338** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* The rate shown is the annualized 7-day yield.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**1**

------

Schwab Treasury Inflation Protected Securities Index Fund

**Portfolio Holdings** (Unaudited) continued

------

The following is a summary of the inputs used to value the fund's investments as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| DESCRIPTION | QUOTED PRICES IN<br> ACTIVE MARKETS FOR<br> IDENTICAL ASSETS<br> (LEVEL 1)<br>| &nbsp;&nbsp; OTHER SIGNIFICANT<br> OBSERVABLE INPUTS<br> (LEVEL 2)<br>| &nbsp;&nbsp; SIGNIFICANT<br> UNOBSERVABLE INPUTS<br> (LEVEL 3)<br>| TOTAL |
| **Assets** |  |  |  |  |
| Treasuries<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | $2559868503 | $— | $2559868503 |
| Short-Term Investments<sup>1</sup> <br>| &nbsp;&nbsp; 522835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522835 |
| **Total** | **$522835** | **$2559868503** | **$—** | **$2560391338** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>1</sup> As categorized in the Portfolio Holdings.

Fund investments in mutual funds are classified as Level 1, without consideration to the classification level of the underlying securities held by the mutual funds, which could be Level 1, Level 2 or Level 3.

**2** 

------

Schwab Investments <br>Schwab U.S. Aggregate Bond Index Fund

------

**Portfolio Holdings** as of November 30, 2022 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The following are the portfolio holdings as of the report date. For more information, please refer to the fund's semiannual or annual shareholder reports. You can also obtain this information at no cost by calling 1-866-414-6349 or by sending an email request to orders@mysummaryprospectus.com.

For fixed-rate obligations, the rate shown is the interest rate (the rate established when the obligation was issued). All securities are currently in a fixed-rate coupon period based on index eligibility requirements and the fund's investment objective. Variable rate securities are subject to index requirements and will be removed from the index and fund prior to converting from a fixed-rate coupon to a variable rate coupon. The maturity date shown for all the securities is the final legal maturity.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CORPORATES** 24.2% OF NET ASSETS | **CORPORATES** 24.2% OF NET ASSETS | **CORPORATES** 24.2% OF NET ASSETS |
| **Financial Institutions 8.2%** | **Financial Institutions 8.2%** | **Financial Institutions 8.2%** |
| ***Banking 5.8%***  | ***Banking 5.8%***  | ***Banking 5.8%***  |
| **Ally Financial, Inc.** | **Ally Financial, Inc.** | **Ally Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/21/24 *(a)* | 200000 | 195012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/30/24  | 150000 | 149034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 05/01/25 *(a)* | 150000 | 150900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 *(a)* | 150000 | 142460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/02/28 *(a)* | 150000 | 119936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/31  | 450000 | 483656 |
| **American Express Co.** | **American Express Co.** | **American Express Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/22/24 *(a)* | 200000 | 196732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/03/24  | 400000 | 392240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/30/24 *(a)* | 350000 | 337645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/24 *(a)* | 450000 | 436887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/04/25 *(a)* | 300000 | 283629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/25 *(a)* | 400000 | 392700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/06/25 *(a)* | 150000 | 148454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/20/26 *(a)* | 150000 | 142206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 11/04/26 *(a)* | 250000 | 222570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 *(a)* | 250000 | 227443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 *(a)* | 450000 | 421812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 05/26/33 *(a)(b)* | 200000 | 192390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 08/03/33 *(a)(b)* | 250000 | 237485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 12/03/42  | 150000 | 131676 |
| **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/16/25  | 250000 | 243080 |
| **Banco Bilbao Vizcaya Argentaria S.A.** | **Banco Bilbao Vizcaya Argentaria S.A.** | **Banco Bilbao Vizcaya Argentaria S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/18/25  | 200000 | 179212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 09/14/28 *(a)(b)* | 200000 | 198216 |
| **Banco Santander S.A.** | **Banco Santander S.A.** | **Banco Santander S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 05/24/24  | 200000 | 195588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 06/27/24  | 400000 | 384656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/24/25  | 200000 | 192368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/28/25  | 200000 | 188132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/18/25  | 400000 | 395764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 11/19/25  | 200000 | 195730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/25/26  | 200000 | 176692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/11/27  | 200000 | 188696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 08/18/27  | 200000 | 194066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.72%, 09/14/27 *(a)(b)* | 200000 | 170334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/23/28  | 200000 | 182204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 03/24/28 *(a)(b)* | 200000 | 184862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/12/28  | 200000 | 184564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 06/27/29  | 200000 | 175318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/28/30  | 200000 | 168320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/03/30  | 200000 | 150348 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 03/25/31  | &nbsp;&nbsp;&nbsp; 200000 | 158468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 11/22/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 200000 | 148166 |
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/22/24  | &nbsp;&nbsp;&nbsp; 500000 | 496635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/24  | &nbsp;&nbsp;&nbsp; 500000 | 496265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/26/24  | &nbsp;&nbsp;&nbsp; 650000 | 641199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/22/25  | &nbsp;&nbsp;&nbsp; 450000 | 441445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.84%, 02/04/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | 238767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 03/15/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 438264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/21/25  | &nbsp;&nbsp;&nbsp; 450000 | 440136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 04/22/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 300000 | 280875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 04/25/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 390516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/01/25  | &nbsp;&nbsp;&nbsp; 350000 | 345397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 09/25/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 366892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 10/01/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | 238568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.46%, 10/22/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 350000 | 329399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.53%, 12/06/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 150000 | 137814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 01/23/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 430276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.02%, 02/13/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | 231910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/03/26  | &nbsp;&nbsp;&nbsp; 300000 | 295776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/02/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 476130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/19/26  | &nbsp;&nbsp;&nbsp; 500000 | 479895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 06/19/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 600000 | 541176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/22/26  | &nbsp;&nbsp;&nbsp; 250000 | 245147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/24/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 355160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.66%, 03/11/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 443235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 04/23/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 424876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.73%, 07/22/27 *(a)(b)* | 1000000 | 876750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | 462530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 11/25/27 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | 334516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/20/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 376532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 402768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 350000 | 326508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/27/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 383992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 371192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/22/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 490485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28 *(a)(b)* | 1000000 | 912490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 371744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 06/14/29 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 421750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | 518210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 460560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 393430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30 *(a)(b)* | &nbsp;&nbsp;&nbsp; 350000 | 298490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31 *(a)(b)* | &nbsp;&nbsp;&nbsp; 650000 | 535892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 04/29/31 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 413625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 07/23/31 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 351400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 10/24/31 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | 349290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/11/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | 325040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 04/22/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 800000 | 649464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 07/21/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 650000 | 509749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 10/20/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 600000 | 478224 |

---

**3**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 02/04/33 *(a)(b)* | 650000 | 533039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 04/27/33 *(a)(b)* | 650000 | 606417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/22/33 *(a)(b)* | 850000 | 821712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 09/21/36 *(a)(b)* | 400000 | 300212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.11%, 01/29/37  | 200000 | 208082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/08/37 *(a)(b)* | 425000 | 358772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38 *(a)(b)* | 350000 | 306078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 05/14/38  | 320000 | 385888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40 *(a)(b)* | 300000 | 255855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 06/19/41 *(a)(b)* | 900000 | 628128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/07/42  | 250000 | 262017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 04/22/42 *(a)(b)* | 600000 | 456924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/21/44  | 350000 | 330648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/44  | 100000 | &nbsp;&nbsp; 91777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/21/45  | 100000 | &nbsp;&nbsp; 87508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48 *(a)(b)* | 350000 | 303996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49 *(a)(b)* | 200000 | 161834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50 *(a)(b)* | 500000 | 429010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51 *(a)(b)* | 900000 | 740691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 10/24/51 *(a)(b)* | 150000 | &nbsp;&nbsp; 96315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 03/13/52 *(a)(b)* | 200000 | 148040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 07/21/52 *(a)(b)* | 350000 | 231266 |
| **Bank of America NA** | **Bank of America NA** | **Bank of America NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/15/36  | 168000 | 175913 |
| **Bank of Montreal** | **Bank of Montreal** | **Bank of Montreal** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 12/08/23  | 100000 | &nbsp;&nbsp; 95682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/05/24  | 250000 | 245575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/28/24  | 200000 | 192562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/09/24  | 250000 | 233380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/14/24  | 300000 | 296214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/10/25  | 275000 | 256630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/25  | 350000 | 327201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/07/25  | 250000 | 243645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/15/26  | 250000 | 219718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 01/22/27 *(a)(b)* | 200000 | 177204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/08/27  | 250000 | 229373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/32 *(a)(b)* | 200000 | 176984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 01/10/37 *(a)(b)* | 200000 | 152594 |
| **Bank of New York Mellon Corp.** | **Bank of New York Mellon Corp.** | **Bank of New York Mellon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 10/25/28 *(a)(b)* | 250000 | 259532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 10/25/33 *(a)(b)* | 250000 | 263550 |
| **BankUnited, Inc.** | **BankUnited, Inc.** | **BankUnited, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/17/25 *(a)* | 100000 | &nbsp;&nbsp; 99341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/11/30 *(a)* | 100000 | &nbsp;&nbsp; 93184 |
| **Barclays Bank PLC** | **Barclays Bank PLC** | **Barclays Bank PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/24  | 200000 | 196390 |
| **Barclays PLC** | **Barclays PLC** | **Barclays PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/11/24  | 200000 | 196480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.01%, 12/10/24 *(a)(b)* | 250000 | 236455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/16/25  | 350000 | 333914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.93%, 05/07/25 *(a)(b)* | 400000 | 385968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/12/26  | 300000 | 289092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/07/26 *(a)(b)* | 350000 | 322871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/12/26  | 300000 | 291162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/09/26 *(a)(b)* | 250000 | 245867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 11/24/27 *(a)(b)* | 200000 | 172364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 *(a)* | 200000 | 185960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 *(a)* | 250000 | 231053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/09/28 *(a)(b)* | 300000 | 290430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/02/28 *(a)(b)* | 250000 | 258802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/16/29 *(a)(b)* | 250000 | 234710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 06/20/30 *(a)(b)* | 300000 | 271935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/24/31 *(a)(b)* | 300000 | 235104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 03/10/32 *(a)(b)* | 200000 | 153244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 11/24/32 *(a)(b)* | 250000 | 191850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/09/33 *(a)(b)* | 200000 | 191338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.44%, 11/02/33 *(a)(b)* | 350000 | 371024 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/23/35 *(a)(b)* | 350000 | 265009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 03/10/42 *(a)(b)* | 200000 | 131638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 11/24/42 *(a)(b)* | 200000 | 138874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/17/45  | 200000 | 179070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/10/47  | 200000 | 171770 |
| **BNP Paribas S.A.** | **BNP Paribas S.A.** | **BNP Paribas S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/24  | 200000 | 195322 |
| **BPCE S.A.** | **BPCE S.A.** | **BPCE S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/24  | 250000 | 245785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/02/26  | 250000 | 234998 |
| **Cadence Bank** | **Cadence Bank** | **Cadence Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/20/29 *(a)(b)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47128 |
| **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 12/14/23  | 200000 | 191696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/02/24  | 200000 | 195186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/28/25  | 200000 | 188886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/07/25  | 250000 | 241430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/23/25  | 200000 | 179702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/22/26  | 150000 | 132144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/07/27  | 200000 | 188666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 *(a)* | 200000 | 178462 |
| **Capital One Bank USA NA** | **Capital One Bank USA NA** | **Capital One Bank USA NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 01/28/26 *(a)(b)* | 100000 | &nbsp;&nbsp; 93263 |
| **Capital One Financial Corp.** | **Capital One Financial Corp.** | **Capital One Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/29/24 *(a)* | 400000 | 394824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/24/24 *(a)* | 200000 | 196122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 10/30/24 *(a)* | 300000 | 290700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.34%, 12/06/24 *(a)(b)* | 250000 | 239160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/05/25 *(a)* | 250000 | 240330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 05/09/25 *(a)(b)* | 200000 | 195392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/29/25 *(a)* | 250000 | 243277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 03/03/26 *(a)(b)* | 250000 | 234265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/28/26 *(a)* | 250000 | 236768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 *(a)* | 300000 | 284730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 *(a)* | 250000 | 236805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/02/27 *(a)(b)* | 225000 | 195588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 *(a)* | 200000 | 187808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/10/28 *(a)(b)* | 300000 | 288462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 07/29/32 *(a)(b)* | 150000 | 109895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 11/02/32 *(a)(b)* | 200000 | 154880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 05/10/33 *(a)(b)* | 200000 | 190042 |
| **Citibank NA** | **Citibank NA** | **Citibank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/23/24 *(a)* | 250000 | 246807 |
| **Citigroup, Inc.** | **Citigroup, Inc.** | **Citigroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/16/24  | 100000 | &nbsp;&nbsp; 98642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/05/24  | 150000 | 147171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/26/25  | 150000 | 146658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/24/25 *(a)(b)* | 550000 | 532031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/27/25  | 300000 | 290823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 05/01/25 *(a)(b)* | 450000 | 419854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/10/25  | 550000 | 541227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/13/25  | 324000 | 329566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.28%, 11/03/25 *(a)(b)* | 250000 | 229280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/12/26  | 400000 | 384540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 01/25/26 *(a)(b)* | 400000 | 371396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/09/26  | 345000 | 340253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 03/17/26 *(a)(b)* | 300000 | 285771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/08/26 *(a)(b)* | 700000 | 664048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/26  | 250000 | 238410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 09/29/26 *(a)(b)* | 200000 | 200728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/21/26 *(a)* | 600000 | 560988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/20/26  | 150000 | 146915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.12%, 01/28/27 *(a)(b)* | 500000 | 436520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.46%, 06/09/27 *(a)(b)* | 550000 | 479050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/29/27  | 680000 | 655452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28 *(a)(b)* | 500000 | 471875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 02/24/28 *(a)(b)* | 500000 | 455200 |

---

**4** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28 *(a)(b)* | 500000 | 462600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/25/28  | 350000 | 331173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28 *(a)(b)* | 400000 | 367436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29 *(a)(b)* | 300000 | 280608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30 *(a)(b)* | 450000 | 412443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 11/05/30 *(a)(b)* | 300000 | 256677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 01/29/31 *(a)(b)* | 400000 | 333140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 03/31/31 *(a)(b)* | 700000 | 653429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 06/03/31 *(a)(b)* | 650000 | 533624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 05/01/32 *(a)(b)* | 500000 | 400955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/32  | 200000 | 213224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 11/03/32 *(a)(b)* | 300000 | 236841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 01/25/33 *(a)(b)* | 600000 | 493860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/22/33  | 100000 | 101273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 03/17/33 *(a)(b)* | 500000 | 436820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 05/24/33 *(a)(b)* | 475000 | 453012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/31/33  | 150000 | 155400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 11/17/33 *(a)(b)* | 300000 | 316050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/25/36  | 100000 | 102913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39 *(a)(b)* | 200000 | 169782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 07/15/39  | 320000 | 402970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 03/26/41 *(a)(b)* | 200000 | 194948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/30/42  | 130000 | 134286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/03/42 *(a)(b)* | 200000 | 140674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.68%, 09/13/43  | 200000 | 220236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/06/44  | 150000 | 139013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/30/45  | 180000 | 160209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/18/46  | 330000 | 285899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48 *(a)(b)* | 150000 | 127106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 *(a)* | 450000 | 406053 |
| **Citizens Bank NA** | **Citizens Bank NA** | **Citizens Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 05/23/25 *(a)(b)* | 250000 | 246630 |
| **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 07/27/26 *(a)* | 150000 | 139605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 *(a)* | 250000 | 219943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 *(a)* | 150000 | 113049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 05/21/37 *(a)(b)* | 100000 | &nbsp;&nbsp; 93548 |
| **Comerica, Inc.** | **Comerica, Inc.** | **Comerica, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 *(a)* | 250000 | 236610 |
| **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 01/12/24  | 250000 | 237875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/10/25  | 250000 | 233030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/21/25  | 250000 | 242850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/04/25  | 241000 | 234409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/21/26  | 300000 | 281910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/24/41  | 200000 | 206012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/43  | 250000 | 241600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/04/45  | 250000 | 227995 |
| **Credit Suisse AG** | **Credit Suisse AG** | **Credit Suisse AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/02/24  | 250000 | 229308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/09/24  | 550000 | 509855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/21/25  | 400000 | 366712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/09/25  | 400000 | 358048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/07/26  | 250000 | 198375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/09/27  | 250000 | 226708 |
| **Credit Suisse Group AG** | **Credit Suisse Group AG** | **Credit Suisse Group AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/26/25  | 500000 | 443390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/17/26  | 250000 | 220333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/45  | 250000 | 177733 |
| **Credit Suisse USA, Inc.** | **Credit Suisse USA, Inc.** | **Credit Suisse USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/15/32  | 150000 | 151035 |
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 05/28/24  | 300000 | 280773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/30/24  | 300000 | 293552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/01/25 *(a)(b)* | 150000 | 138632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/25  | 250000 | 236848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/26/25 *(a)(b)* | 350000 | 330827 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/13/26  | 250000 | 240049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.69%, 03/19/26  | 200000 | 178168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 07/14/26 *(a)(b)* | 200000 | 197904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 11/24/26 *(a)(b)* | 350000 | 306397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.31%, 11/16/27 *(a)(b)* | 400000 | 335404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/07/28 *(a)(b)* | 250000 | 210073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/18/31 *(a)(b)* | 350000 | 278481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 01/14/32 *(a)(b)* | 200000 | 147568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 05/28/32 *(a)(b)* | 150000 | 113207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/32 *(a)(b)* | 200000 | 163656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 01/07/33 *(a)(b)* | 200000 | 143078 |
| **Discover Bank** | **Discover Bank** | **Discover Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/27/26 *(a)* | 250000 | 230510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 *(a)* | 250000 | 233475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/06/30 *(a)* | 250000 | 201048 |
| **Discover Financial Services** | **Discover Financial Services** | **Discover Financial Services** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/04/25 *(a)* | 100000 | &nbsp;&nbsp; 96209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/26 *(a)* | 100000 | &nbsp;&nbsp; 97043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 *(a)* | 150000 | 141269 |
| **Fifth Third Bancorp** | **Fifth Third Bancorp** | **Fifth Third Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/25/24 *(a)* | 250000 | 246205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/28/25 *(a)* | 200000 | 189214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 *(a)* | 150000 | 135533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 11/01/27 *(a)(b)* | 150000 | 132918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 *(a)* | 150000 | 142598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.36%, 10/27/28 *(a)(b)* | 200000 | 206546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.77%, 07/28/30 *(a)(b)* | 200000 | 189764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/01/38  | 200000 | 246486 |
| **Fifth Third Bank NA** | **Fifth Third Bank NA** | **Fifth Third Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/26 *(a)* | 200000 | 191816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 *(a)* | 250000 | 225308 |
| **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/30 *(a)(b)* | 100000 | &nbsp;&nbsp; 94586 |
| **First Horizon Bank** | **First Horizon Bank** | **First Horizon Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/30 *(a)* | 250000 | 246620 |
| **First Horizon Corp.** | **First Horizon Corp.** | **First Horizon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/26/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48468 |
| **First Republic Bank** | **First Republic Bank** | **First Republic Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/13/47 *(a)* | 250000 | 200818 |
| **First-Citizens Bank & Trust Co.** | **First-Citizens Bank & Trust Co.** | **First-Citizens Bank & Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/09/28  | 100000 | 102796 |
| **Goldman Sachs Capital l** | **Goldman Sachs Capital l** | **Goldman Sachs Capital l** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/15/34  | 150000 | 151874 |
| **HSBC Bank USA NA** | **HSBC Bank USA NA** | **HSBC Bank USA NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/01/34  | 250000 | 238453 |
| **HSBC Holdings PLC** | **HSBC Holdings PLC** | **HSBC Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/14/24  | 300000 | 295527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/11/25 *(a)(b)* | 450000 | 435910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 05/24/25 *(a)(b)* | 300000 | 276213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/18/25  | 200000 | 192738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/07/25 *(a)(b)* | 400000 | 372720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 12/09/25 *(a)(b)* | 200000 | 192704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/08/26  | 600000 | 584154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/26 *(a)(b)* | 400000 | 373168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 04/18/26 *(a)(b)* | 425000 | 383103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/26  | 450000 | 429534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/04/26 *(a)(b)* | 300000 | 271893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 09/12/26 *(a)(b)* | 400000 | 381280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/23/26  | 309000 | 296739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.59%, 05/24/27 *(a)(b)* | 350000 | 300226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/22/27 *(a)(b)* | 400000 | 345152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28 *(a)(b)* | 400000 | 367564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 06/09/28 *(a)(b)* | 450000 | 426438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/11/28 *(a)(b)* | 400000 | 386348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 09/22/28 *(a)(b)* | 350000 | 291147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/03/28 *(a)(b)* | 400000 | 419688 |

---

**5**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29 *(a)(b)* | 400000 | 368116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.21%, 08/17/29 *(a)(b)* | 400000 | 323428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/31/30  | 400000 | 383716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30 *(a)(b)* | 450000 | 393921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/04/31 *(a)(b)* | 250000 | 199980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 08/18/31 *(a)(b)* | 250000 | 191490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 05/17/32  | 200000 | 197334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/24/32 *(a)(b)* | 500000 | 387385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 11/22/32 *(a)(b)* | 350000 | 267554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 03/29/33 *(a)(b)* | 400000 | 345356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/11/33 *(a)(b)* | 450000 | 421033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.11%, 11/03/33 *(a)(b)* | 200000 | 210678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/02/36  | 400000 | 394486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/37  | 405000 | 388818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 06/01/38  | 200000 | 198810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/14/42  | 200000 | 206692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/44  | 200000 | 176470 |
| **HSBC USA, Inc.** | **HSBC USA, Inc.** | **HSBC USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/23/24  | 150000 | 146670 |
| **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/06/24 *(a)* | 200000 | 191720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 08/04/28 *(a)(b)* | 200000 | 188706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 *(a)* | 150000 | 124577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 08/15/36 *(a)(b)* | 250000 | 184225 |
| **ING Groep N.V.** | **ING Groep N.V.** | **ING Groep N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/09/24  | 200000 | 195718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/29/27  | 200000 | 190080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.73%, 04/01/27 *(a)(b)* | 300000 | 264501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/28/28 *(a)(b)* | 250000 | 233480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/02/28  | 300000 | 286035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/09/29  | 200000 | 183488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 04/01/32 *(a)(b)* | 200000 | 159282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/28/33 *(a)(b)* | 200000 | 176362 |
| **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/01/24  | 250000 | 247727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/13/24  | 300000 | 295521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/10/24  | 500000 | 492460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/05/24 *(a)(b)* | 450000 | 444604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/23/25 *(a)* | 395000 | 383869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.56%, 02/16/25 *(a)(b)* | 150000 | 140783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 03/01/25 *(a)(b)* | 250000 | 243425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.82%, 06/01/25 *(a)(b)* | 400000 | 372028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/14/25 *(a)(b)* | 400000 | 393072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.97%, 06/23/25 *(a)(b)* | 350000 | 325790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/25 *(a)* | 450000 | 443695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.77%, 08/09/25 *(a)(b)* | 250000 | 230760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 10/15/25 *(a)(b)* | 300000 | 283140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.56%, 12/10/25 *(a)(b)* | 450000 | 415966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/24/26 *(a)(b)* | 300000 | 282993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 03/13/26 *(a)(b)* | 400000 | 371644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/26 *(a)* | 435000 | 415995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.08%, 04/22/26 *(a)(b)* | 700000 | 650419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/26/26 *(a)(b)* | 500000 | 487795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/26 *(a)* | 250000 | 238303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/26 *(a)* | 550000 | 521383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 11/19/26 *(a)(b)* | 550000 | 485138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/26  | 450000 | 440770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 01/29/27 *(a)(b)* | 300000 | 288579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.04%, 02/04/27 *(a)(b)* | 350000 | 305067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.58%, 04/22/27 *(a)(b)* | 625000 | 552000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/29/27  | 150000 | 169277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.47%, 09/22/27 *(a)(b)* | 550000 | 477295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/27  | 250000 | 243812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 *(a)* | 150000 | 140930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28 *(a)(b)* | 500000 | 471610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/24/28 *(a)(b)* | 350000 | 318426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/26/28 *(a)(b)* | 500000 | 479640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28 *(a)(b)* | 450000 | 418216 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.18%, 06/01/28 *(a)(b)* | 300000 | 262842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/25/28 *(a)(b)* | 500000 | 489760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29 *(a)(b)* | 450000 | 411853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29 *(a)(b)* | 300000 | 280551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.07%, 06/01/29 *(a)(b)* | 350000 | 295235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29 *(a)(b)* | 450000 | 423846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29 *(a)(b)* | 450000 | 428512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30 *(a)(b)* | 450000 | 409999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 06/14/30 *(a)(b)* | 400000 | 381824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 09/01/30  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 59046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 10/15/30 *(a)(b)* | 650000 | 552292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31 *(a)(b)* | 550000 | 522511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 04/22/31 *(a)(b)* | 500000 | 415205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31 *(a)(b)* | 500000 | 414670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 11/19/31 *(a)(b)* | 250000 | 192725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/04/32 *(a)(b)* | 550000 | 427938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32 *(a)(b)* | 575000 | 467866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/08/32 *(a)(b)* | 600000 | 481218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 01/25/33 *(a)(b)* | 550000 | 454663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.59%, 04/26/33 *(a)(b)* | 400000 | 376620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 07/25/33 *(a)(b)* | 600000 | 579432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 09/14/33 *(a)(b)* | 300000 | 295836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 05/15/38  | 450000 | 498006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38 *(a)(b)* | 400000 | 338124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/40  | 230000 | 236297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41 *(a)(b)* | 250000 | 187453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/41  | 350000 | 360720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/19/41 *(a)(b)* | 300000 | 204930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/06/42  | 250000 | 253292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 04/22/42 *(a)(b)* | 400000 | 297652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/16/43  | 250000 | 256765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/44  | 100000 | &nbsp;&nbsp; 94773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/45  | 300000 | 279717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48 *(a)(b)* | 350000 | 299757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48 *(a)(b)* | 250000 | 206113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48 *(a)(b)* | 625000 | 507762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49 *(a)(b)* | 300000 | 239988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/51 *(a)(b)* | 400000 | 278148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 04/22/52 *(a)(b)* | 600000 | 433110 |
| **KeyBank NA** | **KeyBank NA** | **KeyBank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/08/25  | 250000 | 244897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/20/26  | 250000 | 234705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 12/14/27  | 250000 | 242540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/13/29  | 250000 | 226498 |
| **KeyCorp** | **KeyCorp** | **KeyCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/29/25  | 100000 | &nbsp;&nbsp; 98003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/30/28  | 150000 | 143630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 10/01/29  | 100000 | &nbsp;&nbsp; 84721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 06/01/33 *(a)(b)* | 100000 | &nbsp;&nbsp; 95590 |
| **Lloyds Bank PLC** | **Lloyds Bank PLC** | **Lloyds Bank PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/14/25  | 200000 | 193130 |
| **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/12/24  | 250000 | 245377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/04/24  | 200000 | 195392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/25  | 200000 | 195674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 07/09/25 *(a)(b)* | 200000 | 193010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 12/10/25  | 200000 | 189558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 02/05/26 *(a)(b)* | 200000 | 185018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/24/26  | 324000 | 308746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 08/11/26 *(a)(b)* | 200000 | 194098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/27  | 200000 | 186606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/11/27 *(a)(b)* | 200000 | 172776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/18/28 *(a)(b)* | 200000 | 183522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/22/28  | 300000 | 282399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/16/28  | 200000 | 187534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 11/07/28 *(a)(b)* | 200000 | 178708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 08/11/33 *(a)(b)* | 200000 | 184458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/01/45  | 200000 | 171720 |

---

**6** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 12/14/46 *(a)(b)* | 200000 | 130680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/09/48  | 300000 | 223317 |
| **M&T Bank Corp.** | **M&T Bank Corp.** | **M&T Bank Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/24 *(a)* | 250000 | 246227 |
| **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/06/25 *(a)* | 250000 | 239630 |
| **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 03/07/24  | 300000 | 293940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 07/18/24  | 200000 | 192670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.19%, 02/25/25  | 650000 | 610597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.41%, 07/17/25  | 350000 | 318220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 07/19/25 *(a)(b)* | 400000 | 370980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.96%, 10/11/25 *(a)(b)* | 200000 | 183442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/26  | 550000 | 529903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 09/13/26  | 200000 | 183564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 02/22/27  | 200000 | 189020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.54%, 07/20/27 *(a)(b)* | 450000 | 391837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 07/25/27  | 250000 | 231340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.64%, 10/13/27 *(a)(b)* | 250000 | 216998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/19/28 *(a)(b)* | 200000 | 177112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/02/28  | 250000 | 235835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/19/28 *(a)(b)* | 200000 | 189470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/20/28 *(a)(b)* | 200000 | 196502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/11/28  | 250000 | 237345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/13/28 *(a)(b)* | 200000 | 199740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 03/07/29  | 300000 | 276864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/18/29  | 200000 | 176462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 02/25/30  | 200000 | 166254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/17/30  | 250000 | 199370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.31%, 07/20/32 *(a)(b)* | 200000 | 156092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 10/13/32 *(a)(b)* | 200000 | 158038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/19/33 *(a)(b)* | 200000 | 162150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/20/33 *(a)(b)* | 300000 | 293427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/07/39  | 250000 | 215745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/18/39  | 200000 | 164382 |
| **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 09/13/25 *(a)(b)* | 200000 | 188922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.23%, 05/25/26 *(a)(b)* | 200000 | 183910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.66%, 02/28/27  | 200000 | 186744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.23%, 05/22/27 *(a)(b)* | 250000 | 216513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 07/09/27 *(a)(b)* | 250000 | 218188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 09/11/27  | 300000 | 272604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/05/28  | 200000 | 186828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 09/13/28 *(a)(b)* | 200000 | 200226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30 *(a)(b)* | 200000 | 172704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 09/13/30 *(a)(b)* | 200000 | 168430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31 *(a)(b)* | 250000 | 196978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.98%, 09/08/31 *(a)(b)* | 250000 | 192448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 09/13/31  | 200000 | 152950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 07/09/32 *(a)(b)* | 200000 | 154250 |
| **Morgan Stanley** | **Morgan Stanley** | **Morgan Stanley** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/29/24  | 550000 | 541238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/23/24  | 500000 | 489485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.79%, 01/22/25 *(a)(b)* | 450000 | 423256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 04/17/25 *(a)(b)* | 200000 | 194954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.79%, 05/30/25 *(a)(b)* | 500000 | 463180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 07/22/25 *(a)(b)* | 350000 | 333893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/23/25  | 624000 | 611358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.86%, 10/21/25 *(a)(b)* | 250000 | 229770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.16%, 10/21/25 *(a)(b)* | 500000 | 458050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/24/25  | 324000 | 324833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/27/26  | 550000 | 533912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/18/26 *(a)(b)* | 200000 | 188194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.19%, 04/28/26 *(a)(b)* | 550000 | 511720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 07/17/26 *(a)(b)* | 250000 | 247247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/27/26  | 500000 | 469395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/09/26  | 212000 | 225523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/08/26  | 300000 | 293424 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.99%, 12/10/26 *(a)(b)* | 500000 | 438590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/20/27  | 450000 | 428247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/23/27  | 350000 | 337480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.59%, 05/04/27 *(a)(b)* | 700000 | 616910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.51%, 07/20/27 *(a)(b)* | 550000 | 479132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 01/21/28 *(a)(b)* | 400000 | 356868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/28 *(a)(b)* | 400000 | 381372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/22/28 *(a)(b)* | 500000 | 461700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/18/28 *(a)(b)* | 300000 | 310914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29 *(a)(b)* | 550000 | 508035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30 *(a)(b)* | 600000 | 569040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/22/31 *(a)(b)* | 650000 | 546539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 04/01/31 *(a)(b)* | 500000 | 446205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.79%, 02/13/32 *(a)(b)* | 500000 | 381285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 04/01/32  | 180000 | 206750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.93%, 04/28/32 *(a)(b)* | 450000 | 345150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 07/21/32 *(a)(b)* | 650000 | 507559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 10/20/32 *(a)(b)* | 450000 | 358245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 01/21/33 *(a)(b)* | 500000 | 410560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 07/20/33 *(a)(b)* | 400000 | 382228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 10/18/33 *(a)(b)* | 400000 | 425460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 09/16/36 *(a)(b)* | 600000 | 445746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/20/37 *(a)(b)* | 350000 | 326172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 07/22/38 *(a)(b)* | 300000 | 256878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39 *(a)(b)* | 200000 | 179400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 04/22/42 *(a)(b)* | 350000 | 264841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/24/42  | 300000 | 331821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/27/45  | 405000 | 351856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/22/47  | 400000 | 349468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/24/51 *(a)(b)* | 300000 | 313803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/25/52 *(a)(b)* | 250000 | 162533 |
| **National Australia Bank Ltd.** | **National Australia Bank Ltd.** | **National Australia Bank Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/14/26  | 250000 | 240375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/12/26  | 250000 | 231660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 06/09/27  | 250000 | 241810 |
| **National Bank of Canada** | **National Bank of Canada** | **National Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/09/25 *(a)(b)* | 250000 | 243252 |
| **Natwest Group PLC** | **Natwest Group PLC** | **Natwest Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/28/24  | 200000 | 197794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 03/22/25 *(a)(b)* | 450000 | 437328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/05/26  | 350000 | 342370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.64%, 06/14/27 *(a)(b)* | 300000 | 257826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 05/22/28 *(a)(b)* | 200000 | 177120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 09/30/28 *(a)(b)* | 200000 | 196182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 05/18/29 *(a)(b)* | 300000 | 282249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/01/29 *(a)(b)* | 200000 | 184786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 01/27/30 *(a)(b)* | 200000 | 187890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/30 *(a)(b)* | 200000 | 181324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/28/35 *(a)(b)* | 250000 | 183658 |
| **Northern Trust Corp.** | **Northern Trust Corp.** | **Northern Trust Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/30/25  | 250000 | 246440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 *(a)* | 100000 | &nbsp;&nbsp; 98275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 *(a)* | 100000 | &nbsp;&nbsp; 96332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 *(a)* | 100000 | &nbsp;&nbsp; 91762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 *(a)* | 200000 | 166778 |
| **PNC Bank NA** | **PNC Bank NA** | **PNC Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/23/25 *(a)* | 250000 | 240497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/10/25 *(a)* | 250000 | 243460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/25 *(a)* | 250000 | 241742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/22/28 *(a)* | 250000 | 233500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/26/28  | 250000 | 237523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/22/29  | 250000 | 213023 |
| **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 10/28/33 *(a)(b)* | 250000 | 262860 |

---

**7**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Regions Financial Corp.** | **Regions Financial Corp.** | **Regions Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/18/25 *(a)* | 200000 | 187404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 *(a)* | 250000 | 213048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 12/10/37  | 100000 | 115452 |
| **Royal Bank of Canada** | **Royal Bank of Canada** | **Royal Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.43%, 01/19/24  | 250000 | 237830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/16/24  | 150000 | 144605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 07/29/24  | 150000 | 140013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/07/24  | 100000 | &nbsp;&nbsp; 92723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/01/24  | 200000 | 190622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 01/21/25  | 200000 | 187118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/14/25  | 250000 | 242212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/10/25  | 350000 | 320747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/20/26  | 400000 | 355700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/27/26  | 300000 | 297174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 04/27/26  | 200000 | 178116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 07/14/26  | 150000 | 132417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 11/02/26  | 200000 | 176112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/04/27  | 250000 | 238098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 08/03/27  | 250000 | 242675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/01/27  | 250000 | 260217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/03/31  | 250000 | 202128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/04/32  | 200000 | 183788 |
| **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/07/24 *(a)* | 200000 | 194196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/02/25 *(a)* | 200000 | 191048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/17/25 *(a)* | 300000 | 294807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 10/05/26 *(a)(c)* | 150000 | 139577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 *(a)* | 150000 | 144326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 01/06/28 *(a)(b)* | 150000 | 130302 |
| **Santander UK Group Holdings PLC** | **Santander UK Group Holdings PLC** | **Santander UK Group Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 03/15/25 *(a)(b)* | 300000 | 278691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.53%, 08/21/26 *(a)(b)* | 200000 | 176096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 06/14/27 *(a)(b)* | 300000 | 253995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 11/03/28 *(a)(b)* | 250000 | 220875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/32 *(a)(b)* | 200000 | 154660 |
| **Santander UK PLC** | **Santander UK PLC** | **Santander UK PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/13/24  | 200000 | 197286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/18/24  | 200000 | 193064 |
| **State Street Corp.** | **State Street Corp.** | **State Street Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 12/03/24 *(a)(b)* | 200000 | 197598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/16/24  | 300000 | 293784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/01/25 *(a)(b)* | 200000 | 189446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/30/26 *(a)(b)* | 200000 | 190260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/19/26  | 250000 | 236385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/07/28 *(a)(b)* | 100000 | &nbsp;&nbsp; 89827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29 *(a)(b)* | 100000 | &nbsp;&nbsp; 95376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 01/24/30  | 100000 | &nbsp;&nbsp; 85467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/03/31  | 200000 | 162684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/30/31 *(a)(b)* | 100000 | &nbsp;&nbsp; 88393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 02/07/33 *(a)(b)* | 100000 | &nbsp;&nbsp; 82472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 05/13/33 *(a)(b)* | 100000 | &nbsp;&nbsp; 95709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/01/34 *(a)(b)* | 100000 | &nbsp;&nbsp; 84980 |
| **Sumitomo Mitsui Banking Corp.** | **Sumitomo Mitsui Banking Corp.** | **Sumitomo Mitsui Banking Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/10/24  | 250000 | 246507 |
| **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.51%, 01/12/24  | 200000 | 189874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/16/24  | 450000 | 431406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/27/24  | 200000 | 190282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/25  | 200000 | 189138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.47%, 07/08/25  | 300000 | 273591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 01/12/26  | 250000 | 220708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 03/09/26  | 200000 | 192878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/14/26  | 400000 | 368284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/17/26  | 250000 | 218510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.01%, 10/19/26  | 250000 | 231720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/11/27  | 200000 | 187226 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 07/12/27  | 200000 | 185632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/18/27  | 250000 | 230825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 07/19/28  | 250000 | 232980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/17/28  | 200000 | 166260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 10/16/28  | 100000 | &nbsp;&nbsp; 94779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.47%, 01/14/29  | 200000 | 169670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 07/16/29  | 400000 | 349044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/17/29  | 100000 | &nbsp;&nbsp; 86668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 09/27/29  | 200000 | 169878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/30  | 200000 | 169282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 07/08/30  | 300000 | 239190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.14%, 09/23/30  | 150000 | 116447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 01/12/31  | 200000 | 151854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 09/17/31  | 200000 | 156534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 09/17/41  | 150000 | 101786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/14/42  | 200000 | 142896 |
| **SVB Financial Group** | **SVB Financial Group** | **SVB Financial Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/28/26 *(a)* | 200000 | 174062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/05/30 *(a)* | 200000 | 163814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/02/31 *(a)* | 100000 | &nbsp;&nbsp; 72119 |
| **Synchrony Bank** | **Synchrony Bank** | **Synchrony Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/22/25 *(a)* | 250000 | 245200 |
| **Synchrony Financial** | **Synchrony Financial** | **Synchrony Financial** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/19/24 *(a)* | 150000 | 147828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/24 *(a)* | 200000 | 195318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/23/25 *(a)* | 250000 | 239577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/04/26 *(a)* | 200000 | 182662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 *(a)* | 200000 | 179902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 *(a)* | 150000 | 143970 |
| **The Bank of New York Mellon Corp.** | **The Bank of New York Mellon Corp.** | **The Bank of New York Mellon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 12/07/23 *(a)* | 200000 | 191350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/04/24 *(a)* | 500000 | 493910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/11/24 *(a)* | 200000 | 194940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 10/24/24  | 200000 | 191262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/24/25 *(a)* | 250000 | 232303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/25/25 *(a)* | 200000 | 194442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/28/26 *(a)* | 500000 | 445580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/04/26 *(a)* | 200000 | 189048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/17/26 *(a)* | 150000 | 139247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 *(a)* | 250000 | 237738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28 *(a)(b)* | 150000 | 141285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/28/28  | 600000 | 579300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 *(a)* | 150000 | 136362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/25/29 *(a)* | 100000 | &nbsp;&nbsp; 83836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 *(a)* | 100000 | &nbsp;&nbsp; 78782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 06/13/33 *(a)(b)* | 200000 | 187872 |
| **The Bank of Nova Scotia** | **The Bank of Nova Scotia** | **The Bank of Nova Scotia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/11/24  | 150000 | 147450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 03/11/24  | 150000 | 145274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 04/15/24  | 250000 | 235708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 07/31/24  | 200000 | 186038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/10/25  | 250000 | 232823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/03/25  | 200000 | 188676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/11/25  | 250000 | 241982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 06/11/25  | 400000 | 366380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/16/25  | 150000 | 148182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 03/02/26  | 200000 | 177324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 06/24/26  | 250000 | 222405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/03/26  | 200000 | 186238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/15/26  | 250000 | 219870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/02/27  | 150000 | 134034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/01/31  | 150000 | 119580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/02/32  | 150000 | 121613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.59%, 05/04/37 *(a)(b)* | 200000 | 172322 |
| **The Goldman Sachs Group, Inc.** | **The Goldman Sachs Group, Inc.** | **The Goldman Sachs Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/20/24 *(a)* | 350000 | 344617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/03/24  | 500000 | 493825 |

---

**8** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 390024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/08/24 *(a)* | &nbsp;&nbsp;&nbsp; 424000 | &nbsp;&nbsp;&nbsp; 418437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/25 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 437652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 01/24/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 381384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; 630077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/22/25 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 438205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 09/29/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 433507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/21/25  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 343511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.86%, 02/12/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 135093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 386668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/16/26 *(a)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 523748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 12/09/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 352756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/15/27  | &nbsp;&nbsp;&nbsp; 157000 | &nbsp;&nbsp;&nbsp; 163665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 576966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.43%, 03/09/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 483961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 06/15/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 144926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.54%, 09/10/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 432180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/21/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; 701520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 02/24/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 223600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 03/15/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 465205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 374364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/23/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 288216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 414967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29 *(a)(b)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 563760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 294000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 364268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.99%, 01/27/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 309424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 04/22/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 566244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/21/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 553994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/21/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 401600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/33  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 158264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/24/33 *(a)(b)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 581952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 05/01/36  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 106891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/01/37  | 1000000 | 1088620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 423260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39 *(a)(b)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 265608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/41  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 485046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.21%, 04/22/42 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 297128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 07/21/42 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 177280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/24/43 *(a)(b)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 229734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 323806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/22/45  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 332535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 277383 |
| **The Huntington National Bank** | **The Huntington National Bank** | **The Huntington National Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/17/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 243272 |
| **The PNC Financial Services Group, Inc.** | **The PNC Financial Services Group, Inc.** | **The PNC Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 246260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/29/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 246822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 07/23/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 92935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 08/13/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 131813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 186186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 230430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 255276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.31%, 04/23/32 *(a)(b)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 163012 |
| **The Toronto-Dominion Bank** | **The Toronto-Dominion Bank** | **The Toronto-Dominion Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 03/04/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 189498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 03/08/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 242115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/11/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 195930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/12/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 193412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 09/10/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 232040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 09/13/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 296577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/10/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 06/06/25  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 292053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/12/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 227945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/11/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 178948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/06/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 176716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 221033 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/10/26  | 300000 | 263808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/12/27  | 100000 | &nbsp;&nbsp; 89585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/10/27  | 250000 | 230230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 09/15/27  | 400000 | 396076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/10/31  | 150000 | 118427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/31 *(a)(b)* | 300000 | 277095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/12/32  | 150000 | 122195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/10/32  | 300000 | 260040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 06/08/32  | 300000 | 287745 |
| **Truist Bank** | **Truist Bank** | **Truist Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/06/24 *(a)* | 250000 | 237735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/10/25 *(a)* | 300000 | 278211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/16/25 *(a)* | 491000 | 472371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/03/25 *(a)* | 200000 | 197132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 *(a)* | 250000 | 203403 |
| **Truist Financial Corp.** | **Truist Financial Corp.** | **Truist Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/06/23 *(a)* | 100000 | &nbsp;&nbsp; 98958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/24 *(a)* | 300000 | 288393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/26/24 *(a)* | 300000 | 289734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/25 *(a)* | 200000 | 196642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 08/05/25 *(a)* | 200000 | 182656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 07/28/26 *(a)(b)* | 300000 | 295563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.27%, 03/02/27 *(a)(b)* | 200000 | 177482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 *(a)* | 250000 | 212250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 *(a)* | 100000 | &nbsp;&nbsp; 92667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.89%, 06/07/29 *(a)(b)* | 250000 | 210963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 *(a)* | 100000 | &nbsp;&nbsp; 81803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 07/28/33 *(a)(b)* | 200000 | 189002 |
| **US Bancorp** | **US Bancorp** | **US Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/24 *(a)* | 350000 | 346129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/05/24 *(a)* | 300000 | 295476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 07/30/24 *(a)* | 200000 | 193314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/12/25 *(a)* | 300000 | 278685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/27/26 *(a)* | 250000 | 237670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/22/26 *(a)* | 300000 | 277641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/27/27 *(a)* | 300000 | 283836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/22/28 *(a)(b)* | 250000 | 243997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 *(a)* | 150000 | 133337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 *(a)* | 400000 | 313132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 01/27/33 *(a)(b)* | 200000 | 165628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/22/33 *(a)(b)* | 250000 | 238290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 10/21/33 *(a)(b)* | 250000 | 260922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 11/03/36 *(a)(b)* | 250000 | 194288 |
| **US Bank NA/Cincinnati OH** | **US Bank NA/Cincinnati OH** | **US Bank NA/Cincinnati OH** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/21/25 *(a)* | 250000 | 236788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/27/25 *(a)* | 250000 | 241402 |
| **Wachovia Corp.** | **Wachovia Corp.** | **Wachovia Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/35  | 130000 | 128539 |
| **Webster Financial Corp.** | **Webster Financial Corp.** | **Webster Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45662 |
| **Wells Fargo & Co.** | **Wells Fargo & Co.** | **Wells Fargo & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 01/16/24  | 150000 | 149318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/24/24 *(a)* | 550000 | 542624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/09/24  | 424000 | 413498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/19/25  | 500000 | 481880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.81%, 05/19/25 *(a)(b)* | 150000 | 139863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/29/25  | 350000 | 339216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.41%, 10/30/25 *(a)(b)* | 550000 | 519365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.16%, 02/11/26 *(a)(b)* | 550000 | 512814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/22/26  | 600000 | 564528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 04/25/26 *(a)(b)* | 500000 | 484480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.19%, 04/30/26 *(a)(b)* | 550000 | 512259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/03/26  | 450000 | 437841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/23/26  | 650000 | 607321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/17/27 *(a)(b)* | 400000 | 372556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/22/27  | 480000 | 464318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/24/28 *(a)(b)* | 750000 | 697042 |

---

**9**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28 *(a)(b)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 06/02/28 *(a)(b)* | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 07/25/28 *(a)(b)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 *(a)* | 475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/30/30 *(a)(b)* | 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31 *(a)(b)* | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/04/31 *(a)(b)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/02/33 *(a)(b)* | 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/25/33 *(a)(b)* | 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 04/30/41 *(a)(b)* | 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/02/43  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 01/15/44  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/04/44  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/45  | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/17/45  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/14/46  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/07/46  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51 *(a)(b)* | 950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.61%, 04/25/53 *(a)(b)* | 625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/01/86  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142911 |
| **Wells Fargo Bank NA** | **Wells Fargo Bank NA** | **Wells Fargo Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 02/01/37  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 01/15/38  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276602 |
| **Western Alliance Bancorp** | **Western Alliance Bancorp** | **Western Alliance Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/31 *(a)(b)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127277 |
| **Westpac Banking Corp.** | **Westpac Banking Corp.** | **Westpac Banking Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/26/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 10/18/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 11/18/24  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/19/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 08/26/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/13/26  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/03/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/19/26  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/08/27  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 08/26/27  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/25/28  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/20/28  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/30  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 02/04/30 *(a)(b)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 06/03/31  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 11/23/31 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 07/24/34 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 11/15/35 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 11/18/36 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 07/24/39  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 11/16/40  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/18/41  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132252 |
|  |  | **240762631** |
| ***Brokerage/Asset Managers/Exchanges 0.3%***  | ***Brokerage/Asset Managers/Exchanges 0.3%***  | ***Brokerage/Asset Managers/Exchanges 0.3%***  |
| **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126752 |
| **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/02/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187496 |
| **BGC Partners, Inc.** | **BGC Partners, Inc.** | **BGC Partners, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95739 |
| **BlackRock, Inc.** | **BlackRock, Inc.** | **BlackRock, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/18/24  | 224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/30/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/30/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/28/31 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 02/25/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162734 |
| **Brookfield Asset Management, Inc.** | **Brookfield Asset Management, Inc.** | **Brookfield Asset Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147177 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Brookfield Finance I UK PLC** | **Brookfield Finance I UK PLC** | **Brookfield Finance I UK PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/30/32 *(a)* | 150000 | 116258 |
| **Brookfield Finance LLC** | **Brookfield Finance LLC** | **Brookfield Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 65665 |
| **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/02/26 *(a)* | 100000 | &nbsp;&nbsp; 97412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 *(a)* | 150000 | 140055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 *(a)* | 150000 | 144901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 *(a)* | 150000 | 138117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 *(a)* | 100000 | &nbsp;&nbsp; 81890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 *(a)* | 150000 | &nbsp;&nbsp; 99995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 *(a)* | 100000 | &nbsp;&nbsp; 67225 |
| **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 *(a)* | 100000 | &nbsp;&nbsp; 95527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 *(a)* | 200000 | 160304 |
| **CI Financial Corp.** | **CI Financial Corp.** | **CI Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/17/30 *(a)* | 200000 | 155064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/51 *(a)* | 150000 | &nbsp;&nbsp; 92270 |
| **CME Group, Inc.** | **CME Group, Inc.** | **CME Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/25 *(a)* | 200000 | 193870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 *(a)* | 200000 | 170976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 *(a)* | 200000 | 208618 |
| **E\*TRADE Financial Corp.** | **E\*TRADE Financial Corp.** | **E\*TRADE Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/24/27 *(a)* | 100000 | &nbsp;&nbsp; 95027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/20/28 *(a)* | 100000 | &nbsp;&nbsp; 96647 |
| **Eaton Vance Corp.** | **Eaton Vance Corp.** | **Eaton Vance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/06/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47034 |
| **Franklin Resources, Inc.** | **Franklin Resources, Inc.** | **Franklin Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/30/25  | 100000 | &nbsp;&nbsp; 95914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 *(a)* | 150000 | 116676 |
| **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/23/25 *(a)* | 250000 | 245560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/25 *(a)* | 250000 | 244822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 *(a)* | 200000 | 196138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 *(a)* | 200000 | 191116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 *(a)* | 250000 | 207590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 *(a)* | 250000 | 192220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 *(a)* | 400000 | 389056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 *(a)* | 250000 | 179102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 *(a)* | 150000 | 129537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 *(a)* | 225000 | 157900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 *(a)* | 250000 | 242050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 *(a)* | 250000 | 165155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 *(a)* | 200000 | 195194 |
| **Invesco Finance PLC** | **Invesco Finance PLC** | **Invesco Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/30/24  | 100000 | &nbsp;&nbsp; 98940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/26  | 130000 | 125593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/30/43  | 100000 | &nbsp;&nbsp; 96199 |
| **Jefferies Group LLC** | **Jefferies Group LLC** | **Jefferies Group LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/08/27  | 100000 | 104268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 *(a)* | 100000 | &nbsp;&nbsp; 75473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/36  | 100000 | 101997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/20/43  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49852 |
| **Jefferies Group LLC/Jefferies Group Capital Finance, Inc.** | **Jefferies Group LLC/Jefferies Group Capital Finance, Inc.** | **Jefferies Group LLC/Jefferies Group Capital Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/27  | 150000 | 146503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/23/30  | 200000 | 178586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 *(a)* | 100000 | &nbsp;&nbsp; 76030 |
| **Lazard Group LLC** | **Lazard Group LLC** | **Lazard Group LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 *(a)* | 150000 | 140572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 *(a)* | 150000 | 140679 |
| **Legg Mason, Inc.** | **Legg Mason, Inc.** | **Legg Mason, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/26  | 150000 | 152161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/15/44  | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 75320 |

---

**10** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Nasdaq, Inc.** | **Nasdaq, Inc.** | **Nasdaq, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/30/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 100064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79341 |
| **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/03/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 07/16/25  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 365444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/14/26  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 174664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 01/22/27  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 220357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 07/14/28  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 165032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/16/30  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 167176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 07/16/30  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 240336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 07/14/31  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 155628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/22/32  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 159150 |
| **Raymond James Financial, Inc.** | **Raymond James Financial, Inc.** | **Raymond James Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/15/46  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 137050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 112082 |
| **Stifel Financial Corp.** | **Stifel Financial Corp.** | **Stifel Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/18/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88109 |
| **The Charles Schwab Corp.** | **The Charles Schwab Corp.** | **The Charles Schwab Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 02/01/24 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/18/24 *(a)(d)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 237590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/24 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/25 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/24/25 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/25 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/21/25 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/13/26 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/11/26 *(a)(d)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 178438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/13/26 *(a)(d)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 134009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 *(a)(d)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 230450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 *(a)(d)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 *(a)(d)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 *(a)(d)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 *(a)(d)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 129087 |
|  |  | **13894151** |
| ***Finance Companies 0.3%***  | ***Finance Companies 0.3%***  | ***Finance Companies 0.3%***  |
| **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/16/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/15/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/14/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/29/24 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 459930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/29/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 229000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 150967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/01/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/30/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 221010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/03/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 10/29/26 *(a)* | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 524346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 225802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 139840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 *(a)* | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 505170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 *(a)* | 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 553273 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 *(a)* | 300000 | 230817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/29/41 *(a)* | 300000 | 218430 |
| **Air Lease Corp.** | **Air Lease Corp.** | **Air Lease Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 02/15/24 *(a)* | 150000 | 141222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/24 *(a)* | 150000 | 147759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp; 93195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/25 *(a)* | 150000 | 142299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/01/25 *(a)* | 125000 | 118070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/26 *(a)* | 300000 | 276651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/26 *(a)* | 150000 | 141318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/15/26 *(a)* | 250000 | 219270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 *(a)* | 150000 | 137766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 *(a)* | 150000 | 134830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 *(a)* | 100000 | &nbsp;&nbsp; 93500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 *(a)* | 100000 | &nbsp;&nbsp; 85334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 *(a)* | 100000 | &nbsp;&nbsp; 83783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 *(a)* | 150000 | 124091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 *(a)* | 150000 | 119078 |
| **Aircastle Ltd.** | **Aircastle Ltd.** | **Aircastle Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/24 *(a)* | 100000 | &nbsp;&nbsp; 96851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/26 *(a)* | 100000 | &nbsp;&nbsp; 93338 |
| **Ares Capital Corp.** | **Ares Capital Corp.** | **Ares Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/10/24 *(a)* | 150000 | 145608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/25 *(a)* | 100000 | &nbsp;&nbsp; 95182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/25 *(a)* | 250000 | 229612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/26 *(a)* | 250000 | 230310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/15/26 *(a)* | 150000 | 128198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 *(a)* | 100000 | &nbsp;&nbsp; 85863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 *(a)* | 200000 | 164522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 *(a)* | 150000 | 112577 |
| **Bain Capital Specialty Finance, Inc.** | **Bain Capital Specialty Finance, Inc.** | **Bain Capital Specialty Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 10/13/26 *(a)* | 100000 | &nbsp;&nbsp; 83070 |
| **BlackRock TCP Capital Corp.** | **BlackRock TCP Capital Corp.** | **BlackRock TCP Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/09/26 *(a)* | 100000 | &nbsp;&nbsp; 90754 |
| **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/22/24  | 100000 | &nbsp;&nbsp; 92252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/24/25  | 200000 | 196158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/15/26 *(a)* | 200000 | 171410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 *(a)* | 200000 | 172894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 *(a)* | 150000 | 129471 |
| **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/26 *(a)* | 150000 | 140050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/16/26 *(a)* | 150000 | 133374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 *(a)* | 200000 | 158688 |
| **FS KKR Capital Corp.** | **FS KKR Capital Corp.** | **FS KKR Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/24 *(a)* | 100000 | &nbsp;&nbsp; 96827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/12/24  | 100000 | &nbsp;&nbsp; 91267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp; 95725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/26 *(a)* | 150000 | 136845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 *(a)* | 100000 | &nbsp;&nbsp; 85146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 *(a)* | 150000 | 121589 |
| **GATX Corp.** | **GATX Corp.** | **GATX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/26 *(a)* | 100000 | &nbsp;&nbsp; 92937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 *(a)* | 150000 | 141951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 *(a)* | 150000 | 137049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 *(a)* | 150000 | 144543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 *(a)* | 100000 | &nbsp;&nbsp; 90144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 *(a)* | 100000 | &nbsp;&nbsp; 75176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 *(a)* | 100000 | &nbsp;&nbsp; 62202 |
| **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/10/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/26 *(a)* | 150000 | 138889 |
| **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/24/26 *(a)* | 200000 | 173648 |
| **Hercules Capital, Inc.** | **Hercules Capital, Inc.** | **Hercules Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/20/27 *(a)* | 100000 | &nbsp;&nbsp; 85803 |

---

**11**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Main Street Capital Corp.** | **Main Street Capital Corp.** | **Main Street Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/01/24  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/14/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86441 |
| **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/11/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92714 |
| **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/25/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/15/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43587 |
| **Owl Rock Capital Corp.** | **Owl Rock Capital Corp.** | **Owl Rock Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/22/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 139438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 175740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 120536 |
| **Owl Rock Core Income Corp.** | **Owl Rock Core Income Corp.** | **Owl Rock Core Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/23/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91149 |
| **Owl Rock Technology Finance Corp.** | **Owl Rock Technology Finance Corp.** | **Owl Rock Technology Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83013 |
| **Prospect Capital Corp.** | **Prospect Capital Corp.** | **Prospect Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 11/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 10/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77956 |
| **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87913 |
|  |  | **12408781** |
| ***Financial Other 0.0%***  | ***Financial Other 0.0%***  | ***Financial Other 0.0%***  |
| **ORIX Corp.** | **ORIX Corp.** | **ORIX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 01/16/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/04/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/18/27  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/09/31  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79379 |
| **The Andrew W Mellon Foundation** | **The Andrew W Mellon Foundation** | **The Andrew W Mellon Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 08/01/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85832 |
|  |  | **502980** |
| ***Insurance 1.1%***  | ***Insurance 1.1%***  | ***Insurance 1.1%***  |
| **Aegon N.V.** | **Aegon N.V.** | **Aegon N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/11/48 *(a)(b)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177858 |
| **Aetna, Inc.** | **Aetna, Inc.** | **Aetna, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/36  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 107498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/15/37  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 163468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/42 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 117993 |
| **Aflac, Inc.** | **Aflac, Inc.** | **Aflac, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 231135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89039 |
| **Alleghany Corp.** | **Alleghany Corp.** | **Alleghany Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71923 |
| **Allied World Assurance Co., Holdings Ltd.** | **Allied World Assurance Co., Holdings Ltd.** | **Allied World Assurance Co., Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 10/29/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95979 |
| **American Equity Investment Life Holding Co.** | **American Equity Investment Life Holding Co.** | **American Equity Investment Life Holding Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 *(a)* | &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86491 |
| **American Financial Group, Inc.** | **American Financial Group, Inc.** | **American Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82239 |
| **American International Group, Inc.** | **American International Group, Inc.** | **American International Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/30/25 *(a)* | 233000 | &nbsp;&nbsp;&nbsp;&nbsp; 220639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/26 *(a)* | 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 170224 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/30/30 *(a)* | 150000 | 134433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 *(a)* | &nbsp;&nbsp; 78000 | &nbsp;&nbsp; 70107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/01/36  | 150000 | 162018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 *(a)* | 145000 | 127986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 *(a)* | 100000 | &nbsp;&nbsp; 91070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 *(a)* | 200000 | 181808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 *(a)(b)* | 100000 | &nbsp;&nbsp; 93900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 *(a)* | 200000 | 173434 |
| **Anthem, Inc.** | **Anthem, Inc.** | **Anthem, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/24 *(a)* | 195000 | 190821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/25 *(a)* | 175000 | 166955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 *(a)* | 500000 | 476100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 *(a)* | 150000 | 145245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 *(a)* | 150000 | 132702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 *(a)* | 200000 | 167892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 *(a)* | 200000 | 169084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/37  | 150000 | 163134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/42  | 200000 | 184734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/43  | 150000 | 138873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/44  | 150000 | 143957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 *(a)* | 150000 | 136935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 *(a)* | 250000 | 218330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 *(a)* | 150000 | 133139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 *(a)* | 150000 | 115581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 *(a)* | 200000 | 141966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 *(a)* | 200000 | 153136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 *(a)* | 100000 | &nbsp;&nbsp; 90721 |
| **Aon Corp.** | **Aon Corp.** | **Aon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 *(a)* | 100000 | &nbsp;&nbsp; 97433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 *(a)* | 150000 | 139535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | 200000 | 171824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 *(a)* | 100000 | &nbsp;&nbsp; 79446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/30/40  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 52264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 *(a)* | 100000 | &nbsp;&nbsp; 66092 |
| **Aon Corp/Aon Global Holdings PLC** | **Aon Corp/Aon Global Holdings PLC** | **Aon Corp/Aon Global Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 *(a)* | 100000 | &nbsp;&nbsp; 82315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 *(a)* | 125000 | &nbsp;&nbsp; 98558 |
| **Aon PLC** | **Aon PLC** | **Aon PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/14/24 *(a)* | 150000 | 146679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/25 *(a)* | 200000 | 194406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 *(a)* | 150000 | 129630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 *(a)* | 100000 | &nbsp;&nbsp; 88533 |
| **Arch Capital Finance LLC** | **Arch Capital Finance LLC** | **Arch Capital Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 12/15/26 *(a)* | 100000 | &nbsp;&nbsp; 96242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 12/15/46 *(a)* | 100000 | &nbsp;&nbsp; 87541 |
| **Arch Capital Group Ltd.** | **Arch Capital Group Ltd.** | **Arch Capital Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 06/30/50 *(a)* | 200000 | 142088 |
| **Arch Capital Group US, Inc.** | **Arch Capital Group US, Inc.** | **Arch Capital Group US, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 11/01/43  | &nbsp;&nbsp; 85000 | &nbsp;&nbsp; 76965 |
| **Arthur J Gallagher & Co.** | **Arthur J Gallagher & Co.** | **Arthur J Gallagher & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 11/09/31 *(a)* | 100000 | &nbsp;&nbsp; 79412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 *(a)* | 150000 | 108362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 *(a)* | 100000 | &nbsp;&nbsp; 65114 |
| **Assurant, Inc.** | **Assurant, Inc.** | **Assurant, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/27/23 *(a)* | 113000 | 111949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 *(a)* | 100000 | &nbsp;&nbsp; 85977 |
| **Assured Guaranty US Holdings, Inc.** | **Assured Guaranty US Holdings, Inc.** | **Assured Guaranty US Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/15/31 *(a)* | 200000 | 167988 |
| **Athene Holding Ltd.** | **Athene Holding Ltd.** | **Athene Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 *(a)* | 200000 | 183310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 *(a)* | 100000 | 101283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 *(a)* | 100000 | &nbsp;&nbsp; 83116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 *(a)* | 100000 | &nbsp;&nbsp; 70266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 31333 |

---

**12** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **AXA S.A.** | **AXA S.A.** | **AXA S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.60%, 12/15/30  | 100000 | 119506 |
| **AXIS Specialty Finance LLC** | **AXIS Specialty Finance LLC** | **AXIS Specialty Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 *(a)* | 100000 | &nbsp;&nbsp; 89782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/40 *(a)(b)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41083 |
| **Berkshire Hathaway Finance Corp.** | **Berkshire Hathaway Finance Corp.** | **Berkshire Hathaway Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 *(a)* | 150000 | 139830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 *(a)* | 100000 | &nbsp;&nbsp; 84499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 *(a)* | 150000 | 121664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/15/32 *(a)* | 200000 | 176826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/40  | 200000 | 221644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/43  | 150000 | 138213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 *(a)* | 400000 | 359728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 *(a)* | 350000 | 314072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 *(a)* | 300000 | 205311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 *(a)* | 100000 | &nbsp;&nbsp; 64403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 *(a)* | 450000 | 368500 |
| **Berkshire Hathaway, Inc.** | **Berkshire Hathaway, Inc.** | **Berkshire Hathaway, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/26 *(a)* | 550000 | 531542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/11/43  | 100000 | &nbsp;&nbsp; 95429 |
| **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 *(a)* | 150000 | 140216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/30 *(a)* | 150000 | 146739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 *(a)* | 200000 | 151106 |
| **Brown & Brown, Inc.** | **Brown & Brown, Inc.** | **Brown & Brown, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 *(a)* | 250000 | 194302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 *(a)* | 100000 | &nbsp;&nbsp; 83077 |
| **Centene Corp.** | **Centene Corp.** | **Centene Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 *(a)* | 400000 | 376224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 *(a)* | 400000 | 339236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 *(a)* | 600000 | 558954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 *(a)* | 300000 | 256707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 *(a)* | 300000 | 247815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 *(a)* | 300000 | 237882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 *(a)* | 200000 | 159046 |
| **Chubb INA Holdings, Inc.** | **Chubb INA Holdings, Inc.** | **Chubb INA Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/25  | 150000 | 145187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/03/26 *(a)* | 400000 | 387432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 *(a)* | 250000 | 197180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/13/43  | 200000 | 172422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 *(a)* | 250000 | 222685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 *(a)* | 150000 | 102339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 *(a)* | 250000 | 166800 |
| **Cincinnati Financial Corp.** | **Cincinnati Financial Corp.** | **Cincinnati Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/01/34  | 150000 | 158872 |
| **CNA Financial Corp.** | **CNA Financial Corp.** | **CNA Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/26 *(a)* | 150000 | 148360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 *(a)* | 100000 | &nbsp;&nbsp; 92098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/15/30 *(a)* | 100000 | &nbsp;&nbsp; 79219 |
| **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 *(a)* | 150000 | 144497 |
| **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/04/25 *(a)(c)* | 200000 | 191636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 *(a)(c)* | 250000 | 234190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 *(a)(c)* | 300000 | 264867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 *(a)(c)* | 100000 | &nbsp;&nbsp; 82269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/05/52 *(a)(c)* | 250000 | 201772 |
| **Elevance Health, Inc.** | **Elevance Health, Inc.** | **Elevance Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 *(a)* | 150000 | 155053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 *(a)* | 150000 | 163644 |
| **Enstar Group Ltd.** | **Enstar Group Ltd.** | **Enstar Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/29 *(a)* | 100000 | &nbsp;&nbsp; 92225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/01/31 *(a)* | 100000 | &nbsp;&nbsp; 73483 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Equitable Holdings, Inc.** | **Equitable Holdings, Inc.** | **Equitable Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 *(a)* | 350000 | 334715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 *(a)* | 250000 | 220220 |
| **Everest Reinsurance Holdings, Inc.** | **Everest Reinsurance Holdings, Inc.** | **Everest Reinsurance Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 06/01/44  | 100000 | &nbsp;&nbsp; 87737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 *(a)* | 200000 | 140392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 *(a)* | 150000 | &nbsp;&nbsp; 96864 |
| **Fairfax Financial Holdings Ltd.** | **Fairfax Financial Holdings Ltd.** | **Fairfax Financial Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 *(a)* | 100000 | &nbsp;&nbsp; 95554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 *(a)* | 125000 | 114716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 *(a)* | 100000 | &nbsp;&nbsp; 81671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 *(a)(c)* | 100000 | &nbsp;&nbsp; 94511 |
| **Fidelity National Financial, Inc.** | **Fidelity National Financial, Inc.** | **Fidelity National Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 *(a)* | 250000 | 211837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 *(a)* | 150000 | 115779 |
| **First American Financial Corp.** | **First American Financial Corp.** | **First American Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp; 85840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 *(a)* | 100000 | &nbsp;&nbsp; 74241 |
| **Globe Life, Inc.** | **Globe Life, Inc.** | **Globe Life, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 *(a)* | 100000 | &nbsp;&nbsp; 98257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 *(a)* | 150000 | 119931 |
| **Humana, Inc.** | **Humana, Inc.** | **Humana, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/01/24 *(a)* | 156000 | 153340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 99088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 *(a)* | 150000 | 129845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 96522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 *(a)* | 150000 | 132741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 *(a)* | 100000 | &nbsp;&nbsp; 98271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 *(a)* | 150000 | 118946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 *(a)* | 100000 | &nbsp;&nbsp; 92694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 *(a)* | 100000 | &nbsp;&nbsp; 90197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 *(a)* | 150000 | 121559 |
| **Jackson Financial, Inc.** | **Jackson Financial, Inc.** | **Jackson Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 *(a)* | 100000 | &nbsp;&nbsp; 77744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 06/08/32 *(a)* | 100000 | &nbsp;&nbsp; 95267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 *(a)* | 100000 | &nbsp;&nbsp; 65076 |
| **Kemper Corp.** | **Kemper Corp.** | **Kemper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/25 *(a)* | 100000 | &nbsp;&nbsp; 98067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 09/30/30 *(a)* | 150000 | 118785 |
| **Lincoln National Corp.** | **Lincoln National Corp.** | **Lincoln National Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/12/26 *(a)* | 150000 | 141674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 93449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 83303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 *(a)* | 150000 | 124599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 61608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/40  | 100000 | 105408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/50 *(a)* | 150000 | 116591 |
| **Loews Corp.** | **Loews Corp.** | **Loews Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp; 87601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/35  | 100000 | 103802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/43 *(a)* | 100000 | &nbsp;&nbsp; 81614 |
| **Manulife Financial Corp.** | **Manulife Financial Corp.** | **Manulife Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/04/26  | 200000 | 196894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 *(a)* | 100000 | &nbsp;&nbsp; 90568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32 *(a)(b)* | 200000 | 180450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 *(a)* | 150000 | 135227 |
| **Markel Corp.** | **Markel Corp.** | **Markel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/27 *(a)* | 100000 | &nbsp;&nbsp; 92555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 *(a)* | 100000 | &nbsp;&nbsp; 88066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/05/46  | 200000 | 177308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 59164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 *(a)* | 100000 | &nbsp;&nbsp; 76695 |
| **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/24 *(a)* | 200000 | 197488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/03/24 *(a)* | 150000 | 146992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/10/25 *(a)* | 100000 | &nbsp;&nbsp; 97542 |

---

**13**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/14/26 *(a)* | 150000 | 146256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 *(a)* | 250000 | 244247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 *(a)* | 140000 | 115552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/01/33  | 100000 | 105606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 *(a)* | 150000 | 139421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 *(a)* | 100000 | &nbsp;&nbsp; 86027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 *(a)* | 200000 | 187248 |
| **Mercury General Corp.** | **Mercury General Corp.** | **Mercury General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 94301 |
| **MetLife, Inc.** | **MetLife, Inc.** | **MetLife, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/10/24  | 250000 | 245537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/13/25 *(a)* | 100000 | &nbsp;&nbsp; 97604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 *(a)* | 200000 | 200068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/34  | 200000 | 223086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/35  | 250000 | 263655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/06/41  | 150000 | 156187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/13/42  | 100000 | &nbsp;&nbsp; 86525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/13/43  | 250000 | 236647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 12/15/44  | 100000 | &nbsp;&nbsp; 90905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/01/45  | 100000 | &nbsp;&nbsp; 84997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 *(a)* | 100000 | &nbsp;&nbsp; 93413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 *(a)* | 100000 | &nbsp;&nbsp; 96839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/15/66 *(a)* | 230000 | 217741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 08/01/69 *(a)(b)* | &nbsp;&nbsp; 75000 | 100016 |
| **Nationwide Financial Services, Inc.** | **Nationwide Financial Services, Inc.** | **Nationwide Financial Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/15/87 *(b)* | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 38268 |
| **Old Republic International Corp.** | **Old Republic International Corp.** | **Old Republic International Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/26/26 *(a)* | 150000 | 144242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/11/51 *(a)* | 125000 | &nbsp;&nbsp; 88260 |
| **PartnerRe Finance B LLC** | **PartnerRe Finance B LLC** | **PartnerRe Finance B LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/02/29 *(a)* | 100000 | &nbsp;&nbsp; 90635 |
| **Primerica, Inc.** | **Primerica, Inc.** | **Primerica, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 11/19/31 *(a)* | 150000 | 123804 |
| **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/15/26 *(a)* | 100000 | &nbsp;&nbsp; 94018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 *(a)* | 150000 | 140840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 *(a)* | 150000 | 123945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 *(a)* | 137000 | 114176 |
| **Prudential Financial, Inc.** | **Prudential Financial, Inc.** | **Prudential Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/10/26 *(a)* | 150000 | 135738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 *(a)* | &nbsp;&nbsp; 97000 | &nbsp;&nbsp; 93714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/10/30 *(a)* | 200000 | 166120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 12/01/37  | 150000 | 165640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 *(a)* | 250000 | 187672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 *(a)(b)* | 100000 | &nbsp;&nbsp; 95337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/44  | 300000 | 276096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/15/45 *(a)(b)* | 150000 | 140826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/47 *(a)(b)* | 100000 | &nbsp;&nbsp; 87852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 *(a)* | 200000 | 162452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/48 *(a)(b)* | 150000 | 140711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 *(a)* | 100000 | &nbsp;&nbsp; 79739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 *(a)* | 150000 | 130317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/01/50 *(a)(b)* | 200000 | 161608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 *(a)* | 300000 | 234252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/52 *(a)(b)* | 200000 | 172414 |
| **Prudential PLC** | **Prudential PLC** | **Prudential PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/14/30  | 200000 | 175180 |
| **Radian Group, Inc.** | **Radian Group, Inc.** | **Radian Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 03/15/25 *(a)* | 150000 | 149308 |
| **Reinsurance Group of America, Inc.** | **Reinsurance Group of America, Inc.** | **Reinsurance Group of America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 *(a)* | 200000 | 183876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 *(a)* | 200000 | 171750 |
| **RenaissanceRe Holdings Ltd.** | **RenaissanceRe Holdings Ltd.** | **RenaissanceRe Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 *(a)* | 150000 | 136980 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Stewart Information Services Corp.** | **Stewart Information Services Corp.** | **Stewart Information Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 *(a)* | 100000 | &nbsp;&nbsp; 79261 |
| **The Allstate Corp.** | **The Allstate Corp.** | **The Allstate Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 12/15/25 *(a)* | 150000 | 132749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/15/26 *(a)* | 100000 | &nbsp;&nbsp; 95359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/01/33  | 200000 | 203902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/09/35  | 150000 | 155899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/43  | 200000 | 181302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 *(a)* | 100000 | &nbsp;&nbsp; 85440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 *(a)* | 100000 | &nbsp;&nbsp; 79541 |
| **The Chubb Corp.** | **The Chubb Corp.** | **The Chubb Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/15/38  | 100000 | 112172 |
| **The Hanover Insurance Group, Inc.** | **The Hanover Insurance Group, Inc.** | **The Hanover Insurance Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 *(a)* | 100000 | &nbsp;&nbsp; 77645 |
| **The Hartford Financial Services Group, Inc.** | **The Hartford Financial Services Group, Inc.** | **The Hartford Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 *(a)* | 150000 | 129609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/01/41  | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 82223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp; 84867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 *(a)* | 150000 | 111924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 *(a)* | 150000 | &nbsp;&nbsp; 98246 |
| **The Progressive Corp.** | **The Progressive Corp.** | **The Progressive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/27  | 100000 | &nbsp;&nbsp; 92223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 *(a)* | 150000 | 145612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 *(a)* | 100000 | &nbsp;&nbsp; 90542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 12/01/32  | 150000 | 165828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/26/45  | 100000 | &nbsp;&nbsp; 79316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 *(a)* | 250000 | 212955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 *(a)* | 100000 | &nbsp;&nbsp; 81733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 *(a)* | 100000 | &nbsp;&nbsp; 78494 |
| **The Travelers Cos., Inc.** | **The Travelers Cos., Inc.** | **The Travelers Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/20/36  | 150000 | 172090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/40  | 100000 | 101420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/01/43  | 200000 | 182746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 *(a)* | 200000 | 166734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 *(a)* | 100000 | &nbsp;&nbsp; 83059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 *(a)* | 300000 | 189921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 *(a)* | 200000 | 140108 |
| **Transatlantic Holdings, Inc.** | **Transatlantic Holdings, Inc.** | **Transatlantic Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/30/39  | 100000 | 124055 |
| **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/24  | 150000 | 147876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 05/15/24 *(a)* | 200000 | 188324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/25  | 355000 | 348869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/15/26  | 150000 | 136212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/15/26  | 200000 | 191668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/15/26 *(a)* | 200000 | 180240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/27  | 150000 | 143675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 *(a)* | 150000 | 145735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/15/27  | 150000 | 139866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 *(a)* | 200000 | 205772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/28  | 250000 | 241542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/28  | 150000 | 144479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 *(a)* | 150000 | 144761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/29  | 200000 | 180086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 *(a)* | 200000 | 207250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30  | 250000 | 208907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 *(a)* | 300000 | 251676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 *(a)* | 250000 | 241612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 *(a)* | 300000 | 312687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/35  | 200000 | 196204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/36  | 193000 | 206396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/15/37  | 150000 | 170121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/15/38  | 250000 | 293600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 *(a)* | 250000 | 207645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 *(a)* | 150000 | 111728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 10/15/40 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 78617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 *(a)* | 300000 | 230850 |

---

**14** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/45  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 333847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 130868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 163352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 219892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 *(a)* | 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 158844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 201370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 173840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 259479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 331261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 331929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 161080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 104756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 280890 |
| **Unum Group** | **Unum Group** | **Unum Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/42  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70297 |
| **Voya Financial, Inc.** | **Voya Financial, Inc.** | **Voya Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/26  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 07/15/43  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/23/48 *(a)(b)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74875 |
| **Willis North America, Inc.** | **Willis North America, Inc.** | **Willis North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 170628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 109086 |
| **WR Berkley Corp.** | **WR Berkley Corp.** | **WR Berkley Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/30/61 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62012 |
| **XLIT Ltd.** | **XLIT Ltd.** | **XLIT Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/15/43  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 129840 |
|  |  | **46715609** |
| ***REITs 0.7%***  | ***REITs 0.7%***  | ***REITs 0.7%***  |
| **Agree LP** | **Agree LP** | **Agree LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 123773 |
| **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/30/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/30/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 132153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 186712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 122264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 116490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 144942 |
| **American Homes 4 Rent LP** | **American Homes 4 Rent LP** | **American Homes 4 Rent LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/32 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 127894 |
| **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96634 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/11/26 *(a)* | 100000 | &nbsp;&nbsp; 93390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/15/26 *(a)* | 100000 | &nbsp;&nbsp; 92269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 *(a)* | 200000 | 181196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 100000 | &nbsp;&nbsp; 84328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 *(a)* | 150000 | 125553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 *(a)* | 150000 | 119567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 *(a)* | 150000 | 118170 |
| **Boston Properties LP** | **Boston Properties LP** | **Boston Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/01/24 *(a)* | 195000 | 191402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/26 *(a)* | 150000 | 142750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/26 *(a)* | 200000 | 181668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 *(a)* | 150000 | 140098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 *(a)* | 200000 | 173022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 *(a)* | 100000 | &nbsp;&nbsp; 82037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 *(a)* | 200000 | 167316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 *(a)* | 150000 | 115773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 *(a)* | 200000 | 147292 |
| **Brandywine Operating Partnership LP** | **Brandywine Operating Partnership LP** | **Brandywine Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/01/24 *(a)* | 150000 | 145531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/01/29 *(a)* | 100000 | &nbsp;&nbsp; 88029 |
| **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/01/25 *(a)* | 150000 | 144642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/26 *(a)* | 150000 | 142069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 *(a)* | 150000 | 133938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 *(a)* | 150000 | 132309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 *(a)* | 100000 | &nbsp;&nbsp; 76851 |
| **Camden Property Trust** | **Camden Property Trust** | **Camden Property Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 *(a)* | 100000 | &nbsp;&nbsp; 95465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 *(a)* | 150000 | 134058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp; 86590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 35841 |
| **Corporate Office Properties LP** | **Corporate Office Properties LP** | **Corporate Office Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 88874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 *(a)* | 150000 | 116496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 *(a)* | 100000 | &nbsp;&nbsp; 76227 |
| **CubeSmart LP** | **CubeSmart LP** | **CubeSmart LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/01/26 *(a)* | 150000 | 139311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 *(a)* | 100000 | &nbsp;&nbsp; 93697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 *(a)* | 100000 | &nbsp;&nbsp; 76290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/32 *(a)* | 150000 | 115682 |
| **Digital Realty Trust LP** | **Digital Realty Trust LP** | **Digital Realty Trust LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 *(a)* | 150000 | 140407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 *(a)* | 150000 | 143173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 *(a)* | 150000 | 136164 |
| **EPR Properties** | **EPR Properties** | **EPR Properties** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 *(a)* | 150000 | 135511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 *(a)* | 150000 | 131331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 *(a)* | 100000 | &nbsp;&nbsp; 79560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 *(a)* | 100000 | &nbsp;&nbsp; 73533 |
| **ERP Operating LP** | **ERP Operating LP** | **ERP Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 11/01/26 *(a)* | 150000 | 139072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 92894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 *(a)* | 100000 | &nbsp;&nbsp; 94846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 *(a)* | 100000 | &nbsp;&nbsp; 88113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 *(a)* | 100000 | &nbsp;&nbsp; 84009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 *(a)* | 150000 | 132192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 *(a)* | 100000 | &nbsp;&nbsp; 80048 |
| **Essential Properties LP** | **Essential Properties LP** | **Essential Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/31 *(a)* | 100000 | &nbsp;&nbsp; 73237 |
| **Essex Portfolio LP** | **Essex Portfolio LP** | **Essex Portfolio LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/25 *(a)* | 130000 | 125770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 *(a)* | 150000 | 137580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 85123 |

---

**15**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 *(a)* | 150000 | 112694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 *(a)* | 150000 | 119999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 *(a)* | 100000 | &nbsp;&nbsp; 58467 |
| **Extra Space Storage LP** | **Extra Space Storage LP** | **Extra Space Storage LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 *(a)* | 100000 | &nbsp;&nbsp; 79074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 *(a)* | 150000 | 115142 |
| **Federal Realty Investment Trust** | **Federal Realty Investment Trust** | **Federal Realty Investment Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/15/26 *(a)* | 150000 | 133038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 100000 | &nbsp;&nbsp; 87022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 *(a)* | 100000 | &nbsp;&nbsp; 80750 |
| **Healthcare Trust of America Holdings LP** | **Healthcare Trust of America Holdings LP** | **Healthcare Trust of America Holdings LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/26 *(a)* | 100000 | &nbsp;&nbsp; 93631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 *(a)* | 150000 | 127389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 76816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/15/31 *(a)* | 150000 | 112781 |
| **Healthpeak Properties, Inc.** | **Healthpeak Properties, Inc.** | **Healthpeak Properties, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/26 *(a)* | 200000 | 189512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 *(a)* | 150000 | 134820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 86362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 *(a)* | 250000 | 211790 |
| **Highwoods Realty LP** | **Highwoods Realty LP** | **Highwoods Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 *(a)* | 100000 | &nbsp;&nbsp; 88394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 *(a)* | 100000 | &nbsp;&nbsp; 80671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 *(a)* | 150000 | 113726 |
| **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/25 *(a)* | 105000 | 100885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/29 *(a)* | 150000 | 127435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/30 *(a)* | 225000 | 187744 |
| **Hudson Pacific Properties LP** | **Hudson Pacific Properties LP** | **Hudson Pacific Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/29 *(a)* | 100000 | &nbsp;&nbsp; 87840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 78593 |
| **Invitation Homes Operating Partnership LP** | **Invitation Homes Operating Partnership LP** | **Invitation Homes Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 *(a)* | 200000 | 167286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 *(a)* | 100000 | &nbsp;&nbsp; 74468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 *(a)* | 100000 | &nbsp;&nbsp; 88656 |
| **Kilroy Realty LP** | **Kilroy Realty LP** | **Kilroy Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 *(a)* | 100000 | &nbsp;&nbsp; 92295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 *(a)* | 120000 | 107094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 *(a)* | 150000 | 122196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 *(a)* | 150000 | 109340 |
| **Kimco Realty Corp.** | **Kimco Realty Corp.** | **Kimco Realty Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/25 *(a)* | 250000 | 240640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/26 *(a)* | 100000 | &nbsp;&nbsp; 92097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 84160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 *(a)* | 200000 | 165330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 *(a)* | 100000 | &nbsp;&nbsp; 93688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 *(a)* | 150000 | 117246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 *(a)* | 100000 | &nbsp;&nbsp; 75900 |
| **Lexington Realty Trust** | **Lexington Realty Trust** | **Lexington Realty Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 *(a)* | 150000 | 120647 |
| **Life Storage LP** | **Life Storage LP** | **Life Storage LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 *(a)* | 150000 | 139909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 *(a)* | 100000 | &nbsp;&nbsp; 90397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 39225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 *(a)* | 150000 | 116309 |
| **Mid-America Apartments LP** | **Mid-America Apartments LP** | **Mid-America Apartments LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 09/15/26 *(a)* | 150000 | 130192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 *(a)* | 150000 | 142960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/15/28 *(a)* | 100000 | &nbsp;&nbsp; 95780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47001 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/30 *(a)* | 100000 | &nbsp;&nbsp; 86416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 *(a)* | 100000 | &nbsp;&nbsp; 78614 |
| **National Health Investors, Inc.** | **National Health Investors, Inc.** | **National Health Investors, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 *(a)* | 100000 | &nbsp;&nbsp; 73288 |
| **National Retail Properties, Inc.** | **National Retail Properties, Inc.** | **National Retail Properties, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 *(a)* | 100000 | &nbsp;&nbsp; 90859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/28 *(a)* | 100000 | &nbsp;&nbsp; 93507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 *(a)* | 100000 | &nbsp;&nbsp; 82179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 63730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 *(a)* | 100000 | &nbsp;&nbsp; 62355 |
| **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/01/24 *(a)* | 246000 | 243090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 *(a)* | 150000 | 140301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 100000 | &nbsp;&nbsp; 92578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 *(a)* | 150000 | 124569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 *(a)* | 150000 | 117762 |
| **Phillips Edison Grocery Center Operating Partnership I LP** | **Phillips Edison Grocery Center Operating Partnership I LP** | **Phillips Edison Grocery Center Operating Partnership I LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 *(a)* | 100000 | &nbsp;&nbsp; 74711 |
| **Physicians Realty LP** | **Physicians Realty LP** | **Physicians Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 95117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 *(a)* | 100000 | &nbsp;&nbsp; 79460 |
| **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 *(a)* | 150000 | 116679 |
| **Prologis LP** | **Prologis LP** | **Prologis LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/26 *(a)* | 230000 | 219089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 *(a)* | 150000 | 135489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 *(a)* | 200000 | 167858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 *(a)* | 150000 | 119937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 *(a)* | 100000 | &nbsp;&nbsp; 76772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 77364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 *(a)* | 100000 | &nbsp;&nbsp; 80638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 34953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 *(a)* | 150000 | 103452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 *(a)* | 150000 | &nbsp;&nbsp; 87332 |
| **Public Storage** | **Public Storage** | **Public Storage** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 02/15/26 *(a)* | 125000 | 110619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/09/26 *(a)* | 150000 | 134536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 *(a)* | 150000 | 129441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 *(a)* | 150000 | 138234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 *(a)* | 100000 | &nbsp;&nbsp; 83168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 *(a)* | 100000 | &nbsp;&nbsp; 81214 |
| **Realty Income Corp.** | **Realty Income Corp.** | **Realty Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/06/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/25 *(a)* | 150000 | 146871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/26 *(a)* | 150000 | 130764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/26 *(a)* | 100000 | 100590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/26 *(a)* | 100000 | &nbsp;&nbsp; 97057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 *(a)* | 180000 | 166801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 *(a)* | 150000 | 144103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 *(a)* | 100000 | &nbsp;&nbsp; 92587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 *(a)* | 100000 | &nbsp;&nbsp; 86257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 *(a)* | 100000 | &nbsp;&nbsp; 87952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 *(a)* | 200000 | 175342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 *(a)* | 150000 | 124374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 *(a)* | 150000 | 138918 |
| **Regency Centers LP** | **Regency Centers LP** | **Regency Centers LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 *(a)* | 150000 | 140194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 *(a)* | 100000 | &nbsp;&nbsp; 87681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 *(a)* | 100000 | &nbsp;&nbsp; 79249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 61427 |

---

**16** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Retail Properties of America, Inc.** | **Retail Properties of America, Inc.** | **Retail Properties of America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/30 *(a)* | 100000 | &nbsp;&nbsp; 89611 |
| **Rexford Industrial Realty LP** | **Rexford Industrial Realty LP** | **Rexford Industrial Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 *(a)* | 150000 | 116250 |
| **Sabra Health Care LP** | **Sabra Health Care LP** | **Sabra Health Care LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 *(a)* | 150000 | 123913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 *(a)* | 150000 | 112956 |
| **Safehold Operating Partnership LP** | **Safehold Operating Partnership LP** | **Safehold Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/15/32 *(a)* | 100000 | &nbsp;&nbsp; 77331 |
| **Simon Property Group LP** | **Simon Property Group LP** | **Simon Property Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/13/24 *(a)* | 250000 | 237007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/01/24 *(a)* | 200000 | 194702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/25 *(a)* | 250000 | 240712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/15/26 *(a)* | 250000 | 238557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/30/26 *(a)* | 250000 | 235450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 *(a)* | 150000 | 139678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 *(a)* | 250000 | 210245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 *(a)* | 150000 | 126786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/01/31 *(a)* | 150000 | 119678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 *(a)* | 200000 | 156436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 *(a)* | 100000 | &nbsp;&nbsp; 80827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 *(a)* | 100000 | 108649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 *(a)* | 150000 | 120750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/13/49 *(a)* | 150000 | 101474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 *(a)* | 250000 | 185990 |
| **SITE Centers Corp.** | **SITE Centers Corp.** | **SITE Centers Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/01/25 *(a)* | 150000 | 141996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/01/27 *(a)* | 100000 | &nbsp;&nbsp; 94741 |
| **Spirit Realty LP** | **Spirit Realty LP** | **Spirit Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/15/26 *(a)* | 100000 | &nbsp;&nbsp; 96392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 *(a)* | 100000 | &nbsp;&nbsp; 81826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/15/31 *(a)* | 150000 | 120774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/32 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 56072 |
| **STORE Capital Corp.** | **STORE Capital Corp.** | **STORE Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 100000 | &nbsp;&nbsp; 91323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 *(a)* | 100000 | &nbsp;&nbsp; 91836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 *(a)* | 100000 | &nbsp;&nbsp; 77184 |
| **Sun Communities Operating LP** | **Sun Communities Operating LP** | **Sun Communities Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/01/28 *(a)* | 100000 | &nbsp;&nbsp; 83433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 *(a)* | 100000 | &nbsp;&nbsp; 78275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 *(a)* | 100000 | &nbsp;&nbsp; 86779 |
| **Tanger Properties LP** | **Tanger Properties LP** | **Tanger Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/15/27 *(a)* | 100000 | &nbsp;&nbsp; 91245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/31 *(a)* | 100000 | &nbsp;&nbsp; 72164 |
| **UDR, Inc.** | **UDR, Inc.** | **UDR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/26 *(a)* | 150000 | 139408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 *(a)* | 100000 | &nbsp;&nbsp; 91083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 *(a)* | 150000 | 130515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 *(a)* | 100000 | &nbsp;&nbsp; 84028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 08/01/32 *(a)* | 150000 | 112431 |
| **Ventas Realty LP** | **Ventas Realty LP** | **Ventas Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 94601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 *(a)* | 150000 | 143952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/26 *(a)* | 100000 | &nbsp;&nbsp; 92559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 *(a)* | 150000 | 142014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 93493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 *(a)* | 250000 | 235420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 *(a)* | 100000 | &nbsp;&nbsp; 94928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 *(a)* | 100000 | &nbsp;&nbsp; 92669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 *(a)* | 100000 | &nbsp;&nbsp; 79364 |
| **Vornado Realty LP** | **Vornado Realty LP** | **Vornado Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/25 *(a)* | 150000 | 139803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 06/01/26 *(a)* | 100000 | &nbsp;&nbsp; 84750 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Welltower, Inc.** | **Welltower, Inc.** | **Welltower, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86378 |
| **WP Carey, Inc.** | **WP Carey, Inc.** | **WP Carey, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/01/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/33 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74902 |
|  |  | **28098475** |
|  |  | **342382627** |
| **Industrial 14.0%** | **Industrial 14.0%** | **Industrial 14.0%** |
| ***Basic Industry 0.6%***  | ***Basic Industry 0.6%***  | ***Basic Industry 0.6%***  |
| **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142346 |
| **Albemarle Corp.** | **Albemarle Corp.** | **Albemarle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187900 |
| **AngloGold Ashanti Holdings PLC** | **AngloGold Ashanti Holdings PLC** | **AngloGold Ashanti Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173136 |
| **ArcelorMittal S.A.** | **ArcelorMittal S.A.** | **ArcelorMittal S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/16/29  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/39  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 *(e)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49380 |
| **Barrick North America Finance LLC** | **Barrick North America Finance LLC** | **Barrick North America Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/30/41  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/43  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152743 |
| **Barrick PD Australia Finance Pty Ltd.** | **Barrick PD Australia Finance Pty Ltd.** | **Barrick PD Australia Finance Pty Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/15/39  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154959 |
| **BHP Billiton Finance (USA) Ltd.** | **BHP Billiton Finance (USA) Ltd.** | **BHP Billiton Finance (USA) Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.42%, 03/01/26  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/24/42  | &nbsp;&nbsp; 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/43  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448335 |
| **Braskem Finance Ltd.** | **Braskem Finance Ltd.** | **Braskem Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 02/03/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200970 |
| **Cabot Corp.** | **Cabot Corp.** | **Cabot Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135425 |
| **Celanese US Holdings LLC** | **Celanese US Holdings LLC** | **Celanese US Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/08/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 07/05/24  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/25  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 07/15/27 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.33%, 07/15/29 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192494 |
| **Celulosa Arauco y Constitucion S.A.** | **Celulosa Arauco y Constitucion S.A.** | **Celulosa Arauco y Constitucion S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/02/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184300 |
| **CF Industries, Inc.** | **CF Industries, Inc.** | **CF Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/34  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/43  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/44  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137982 |

---

**17**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 11/15/25 *(a)* | 200000 | 198868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 11/15/28 *(a)* | 400000 | 398972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 *(a)* | 250000 | 245115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 *(a)* | 400000 | 387676 |
| **Eastman Chemical Co.** | **Eastman Chemical Co.** | **Eastman Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 *(a)* | 150000 | 146737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 *(a)* | 150000 | 143151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 *(a)* | 100000 | &nbsp;&nbsp; 85532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 *(a)* | 100000 | &nbsp;&nbsp; 82682 |
| **Ecolab, Inc.** | **Ecolab, Inc.** | **Ecolab, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 12/15/23 *(a)* | 100000 | &nbsp;&nbsp; 96011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 11/01/26 *(a)* | 150000 | 140280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/27 *(a)* | 100000 | &nbsp;&nbsp; 89069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 *(a)* | 150000 | 141070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 *(a)* | 200000 | 199944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 *(a)* | 100000 | &nbsp;&nbsp; 77412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 *(a)* | 150000 | 121502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 *(a)* | 100000 | &nbsp;&nbsp; 58367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 *(a)* | 150000 | &nbsp;&nbsp; 97331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 *(a)* | 150000 | &nbsp;&nbsp; 94547 |
| **EI du Pont de Nemours & Co.** | **EI du Pont de Nemours & Co.** | **EI du Pont de Nemours & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 07/15/25 *(a)* | 200000 | 185536 |
| **Fibria Overseas Finance Ltd.** | **Fibria Overseas Finance Ltd.** | **Fibria Overseas Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/17/27  | 200000 | 200028 |
| **FMC Corp.** | **FMC Corp.** | **FMC Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/01/26 *(a)* | 100000 | &nbsp;&nbsp; 93772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 *(a)* | 100000 | &nbsp;&nbsp; 89150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 *(a)* | 100000 | &nbsp;&nbsp; 81092 |
| **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 *(a)* | 150000 | 146127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 *(a)* | 200000 | 183824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/29 *(a)* | 100000 | &nbsp;&nbsp; 96116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 *(a)* | 200000 | 184912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 *(a)* | 100000 | &nbsp;&nbsp; 94525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 *(a)* | 400000 | 360544 |
| **Georgia-Pacific LLC** | **Georgia-Pacific LLC** | **Georgia-Pacific LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 11/15/29  | 150000 | 172809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 05/15/31  | 100000 | 123726 |
| **Huntsman International LLC** | **Huntsman International LLC** | **Huntsman International LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/29 *(a)* | 100000 | &nbsp;&nbsp; 90702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/31 *(a)* | 100000 | &nbsp;&nbsp; 79418 |
| **International Flavors & Fragrances, Inc.** | **International Flavors & Fragrances, Inc.** | **International Flavors & Fragrances, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 *(a)* | 100000 | &nbsp;&nbsp; 94554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 *(a)* | 100000 | &nbsp;&nbsp; 79157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 *(a)* | 150000 | 129686 |
| **International Paper Co.** | **International Paper Co.** | **International Paper Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 11/15/39  | 100000 | 110870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 *(a)* | 100000 | 100569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 *(a)* | 100000 | &nbsp;&nbsp; 89096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 *(a)* | 100000 | &nbsp;&nbsp; 91932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 *(a)* | 100000 | &nbsp;&nbsp; 83844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 *(a)* | 100000 | &nbsp;&nbsp; 85233 |
| **Kinross Gold Corp.** | **Kinross Gold Corp.** | **Kinross Gold Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/27 *(a)* | 100000 | &nbsp;&nbsp; 95432 |
| **Linde, Inc.** | **Linde, Inc.** | **Linde, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/05/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/30/26 *(a)* | 150000 | 145351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 *(a)* | 200000 | 155268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 *(a)* | 150000 | &nbsp;&nbsp; 87006 |
| **LYB International Finance BV** | **LYB International Finance BV** | **LYB International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/43  | 150000 | 133392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 *(a)* | 150000 | 127251 |
| **LYB International Finance II BV** | **LYB International Finance II BV** | **LYB International Finance II BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/02/27 *(a)* | 150000 | 139068 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **LYB International Finance III LLC** | **LYB International Finance III LLC** | **LYB International Finance III LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/01/25 *(a)* | 200000 | 178780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 *(a)* | 100000 | &nbsp;&nbsp; 80110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 *(a)* | 100000 | &nbsp;&nbsp; 72621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 *(a)* | 100000 | &nbsp;&nbsp; 75143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 *(a)* | 250000 | 188415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 *(a)* | 250000 | 171672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 *(a)* | 100000 | &nbsp;&nbsp; 66062 |
| **LyondellBasell Industries N.V.** | **LyondellBasell Industries N.V.** | **LyondellBasell Industries N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/26/55 *(a)* | 100000 | &nbsp;&nbsp; 79606 |
| **NewMarket Corp.** | **NewMarket Corp.** | **NewMarket Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/18/31 *(a)* | 100000 | &nbsp;&nbsp; 79310 |
| **Newmont Corp.** | **Newmont Corp.** | **Newmont Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/29 *(a)* | 100000 | &nbsp;&nbsp; 86229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 *(a)* | 200000 | 162170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 *(a)* | 200000 | 160886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/01/35  | 100000 | 103100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 *(a)* | 330000 | 303128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 *(a)* | 100000 | &nbsp;&nbsp; 96197 |
| **Nucor Corp.** | **Nucor Corp.** | **Nucor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/01/25 *(a)* | 250000 | 233382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 *(a)* | 150000 | 143004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 *(a)* | 250000 | 214092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/01/37  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 54727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 *(a)* | 100000 | &nbsp;&nbsp; 77309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 *(a)* | 200000 | 125566 |
| **Nutrien Ltd.** | **Nutrien Ltd.** | **Nutrien Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/26 *(a)* | 100000 | &nbsp;&nbsp; 96314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 *(a)* | 100000 | &nbsp;&nbsp; 94878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/36  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 51428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 *(a)* | 145000 | 150606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 *(a)* | 100000 | &nbsp;&nbsp; 90313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 *(a)* | 150000 | 139820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 *(a)* | 100000 | &nbsp;&nbsp; 92247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 *(a)* | 150000 | 118587 |
| **Packaging Corp. of America** | **Packaging Corp. of America** | **Packaging Corp. of America** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 12/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 *(a)* | 150000 | 130578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 *(a)* | 100000 | &nbsp;&nbsp; 79149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 *(a)* | 150000 | &nbsp;&nbsp; 99957 |
| **PPG Industries, Inc.** | **PPG Industries, Inc.** | **PPG Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 89197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 *(a)* | 100000 | &nbsp;&nbsp; 87278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 *(a)* | 200000 | 170012 |
| **Reliance Steel & Aluminum Co.** | **Reliance Steel & Aluminum Co.** | **Reliance Steel & Aluminum Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 *(a)* | 200000 | 158706 |
| **Rio Tinto Alcan, Inc.** | **Rio Tinto Alcan, Inc.** | **Rio Tinto Alcan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/31  | 100000 | 114507 |
| **Rio Tinto Finance (USA) Ltd.** | **Rio Tinto Finance (USA) Ltd.** | **Rio Tinto Finance (USA) Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/15/28  | 100000 | 111221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/02/40  | 250000 | 256157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 *(a)* | 200000 | 136494 |
| **Rio Tinto Finance (USA) PLC** | **Rio Tinto Finance (USA) PLC** | **Rio Tinto Finance (USA) PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 *(a)* | 200000 | 190790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 *(a)* | 200000 | 177404 |
| **RPM International, Inc.** | **RPM International, Inc.** | **RPM International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/27 *(a)* | 150000 | 140865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 *(a)* | 100000 | &nbsp;&nbsp; 93455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 *(a)* | 100000 | &nbsp;&nbsp; 76642 |
| **Southern Copper Corp.** | **Southern Copper Corp.** | **Southern Copper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/23/25  | 100000 | &nbsp;&nbsp; 97769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/27/35  | 150000 | 169507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/16/40  | 200000 | 217766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/08/42  | 250000 | 233422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/23/45  | 250000 | 251395 |

---

**18** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 93999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/26 *(a)* | 100000 | &nbsp;&nbsp; 98941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 *(a)* | 100000 | &nbsp;&nbsp; 84046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 *(a)* | 100000 | &nbsp;&nbsp; 88191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 *(a)* | 150000 | &nbsp;&nbsp; 98447 |
| **Suzano Austria GmbH** | **Suzano Austria GmbH** | **Suzano Austria GmbH** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 *(a)* | 100000 | &nbsp;&nbsp; 84195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 *(a)* | 200000 | 199056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 *(a)* | 200000 | 187514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 *(a)* | 250000 | 209975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/32 *(a)* | 200000 | 157084 |
| **Teck Resources Ltd.** | **Teck Resources Ltd.** | **Teck Resources Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/30 *(a)* | 200000 | 180166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 *(a)* | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 90669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/42 *(a)* | 100000 | &nbsp;&nbsp; 87314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/01/43 *(a)* | 100000 | &nbsp;&nbsp; 87962 |
| **The Dow Chemical Co.** | **The Dow Chemical Co.** | **The Dow Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 *(a)* | 100000 | &nbsp;&nbsp; 98960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/29  | 174000 | 192632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 *(a)* | 250000 | 200220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.40%, 05/15/39  | 100000 | 132584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 *(a)* | 100000 | &nbsp;&nbsp; 93192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 *(a)* | 250000 | 209807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 *(a)* | 100000 | &nbsp;&nbsp; 84370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 *(a)* | 150000 | 142134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 *(a)* | 150000 | 127380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 *(a)* | 250000 | 179912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 05/15/53 *(a)* | 150000 | 163270 |
| **The Mosaic Co.** | **The Mosaic Co.** | **The Mosaic Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 *(a)* | 250000 | 236635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 *(a)* | 100000 | &nbsp;&nbsp; 85353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 *(a)* | 100000 | &nbsp;&nbsp; 94787 |
| **The Sherwin-Williams Co.** | **The Sherwin-Williams Co.** | **The Sherwin-Williams Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/01/25 *(a)* | 200000 | 192872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 *(a)* | 250000 | 235140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 *(a)* | 200000 | 176382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp; 83119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/42 *(a)* | 100000 | &nbsp;&nbsp; 80113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 *(a)* | 200000 | 174538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 *(a)* | 100000 | &nbsp;&nbsp; 76942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 *(a)* | 100000 | &nbsp;&nbsp; 71055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 *(a)* | 100000 | &nbsp;&nbsp; 65057 |
| **Vale Overseas Ltd.** | **Vale Overseas Ltd.** | **Vale Overseas Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/10/26  | 450000 | 467424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 *(a)* | 200000 | 174740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/21/36  | 350000 | 369166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/10/39  | 200000 | 205170 |
| **Westlake Chemical Corp.** | **Westlake Chemical Corp.** | **Westlake Chemical Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/15/26 *(a)* | 100000 | &nbsp;&nbsp; 94083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/30 *(a)* | 100000 | &nbsp;&nbsp; 86689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 *(a)* | 100000 | &nbsp;&nbsp; 85652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 *(a)* | 100000 | &nbsp;&nbsp; 76821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 32214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/61 *(a)* | 100000 | &nbsp;&nbsp; 60571 |
| **WestRock MWV LLC** | **WestRock MWV LLC** | **WestRock MWV LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 02/15/31  | 150000 | 169719 |
| **Weyerhaeuser Co.** | **Weyerhaeuser Co.** | **Weyerhaeuser Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 10/01/27  | 100000 | 108365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 *(a)* | 150000 | 137999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 *(a)* | 150000 | 136985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 03/15/32  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 55824 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **WRKCo, Inc.** | **WRKCo, Inc.** | **WRKCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 246425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/33 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 201222 |
|  |  | **26861991** |
| ***Capital Goods 1.3%***  | ***Capital Goods 1.3%***  | ***Capital Goods 1.3%***  |
| **3M Co.** | **3M Co.** | **3M Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/14/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 04/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/07/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 179582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/44  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 116769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 210512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 146676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80204 |
| **ABB Finance USA, Inc.** | **ABB Finance USA, Inc.** | **ABB Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190626 |
| **Acuity Brands Lighting, Inc.** | **Acuity Brands Lighting, Inc.** | **Acuity Brands Lighting, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77778 |
| **Allegion PLC** | **Allegion PLC** | **Allegion PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86595 |
| **Allegion US Holding Co., Inc.** | **Allegion US Holding Co., Inc.** | **Allegion US Holding Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144918 |
| **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94513 |
| **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 122199 |
| **Amphenol Corp.** | **Amphenol Corp.** | **Amphenol Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 130416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 161246 |
| **Avery Dennison Corp.** | **Avery Dennison Corp.** | **Avery Dennison Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 08/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77262 |
| **Berry Global, Inc.** | **Berry Global, Inc.** | **Berry Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 02/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.57%, 01/15/26 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 313309 |
| **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 125936 |
| **Carrier Global Corp.** | **Carrier Global Corp.** | **Carrier Global Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 02/15/25 *(a)* | 225000 | &nbsp;&nbsp;&nbsp;&nbsp; 212593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 *(a)* | &nbsp;&nbsp; 56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 342120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 *(a)(c)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 125876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 234315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 *(a)(c)* | 325000 | &nbsp;&nbsp;&nbsp;&nbsp; 238612 |
| **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/07/23  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 247610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/17/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/09/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 09/13/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140258 |

---

**19**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 11/08/24  | 150000 | 143268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/24  | 100000 | &nbsp;&nbsp; 97450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/13/25  | 200000 | 194918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/15/25  | 300000 | 279537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 11/13/25  | 200000 | 180156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/09/26  | 162000 | 150611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 09/14/26  | 250000 | 222042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 09/14/27  | 250000 | 215147 |
| **Caterpillar, Inc.** | **Caterpillar, Inc.** | **Caterpillar, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24 *(a)* | 135000 | 132871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 *(a)* | 100000 | &nbsp;&nbsp; 89237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 *(a)* | 200000 | 175882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/12/31 *(a)* | 200000 | 165240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/27/41  | 150000 | 156037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/42  | 350000 | 306449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 *(a)* | 100000 | &nbsp;&nbsp; 93582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 *(a)* | 100000 | &nbsp;&nbsp; 77738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 *(a)* | 250000 | 194227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 *(a)* | 100000 | &nbsp;&nbsp; 97063 |
| **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/24  | 200000 | 197758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/26 *(a)* | 250000 | 227842 |
| **CNH Industrial N.V.** | **CNH Industrial N.V.** | **CNH Industrial N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93800 |
| **Crane Co.** | **Crane Co.** | **Crane Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/15/23 *(a)* | 100000 | &nbsp;&nbsp; 99322 |
| **Crane Holdings Co.** | **Crane Holdings Co.** | **Crane Holdings Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp; 72504 |
| **Deere & Co.** | **Deere & Co.** | **Deere & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/25 *(a)* | 150000 | 144368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 10/16/29  | 112000 | 118097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 *(a)* | 150000 | 135906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 *(a)* | 300000 | 275223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 *(a)* | 100000 | &nbsp;&nbsp; 73505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 *(a)* | 150000 | 131099 |
| **Dover Corp.** | **Dover Corp.** | **Dover Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 *(a)* | 150000 | 143844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 *(a)* | 100000 | &nbsp;&nbsp; 99073 |
| **Eagle Materials, Inc.** | **Eagle Materials, Inc.** | **Eagle Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/31 *(a)* | 150000 | 118031 |
| **Eaton Corp.** | **Eaton Corp.** | **Eaton Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 150000 | 140706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/02/32  | &nbsp;&nbsp; 96000 | &nbsp;&nbsp; 89455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 *(a)* | 200000 | 188958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/02/42  | 150000 | 131850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 *(a)* | 100000 | &nbsp;&nbsp; 83638 |
| **Emerson Electric Co.** | **Emerson Electric Co.** | **Emerson Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 10/15/26 *(a)* | 150000 | 130889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 *(a)* | 150000 | 132738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 *(a)* | 200000 | 173010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 *(a)* | 200000 | 164720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/39  | 100000 | 100210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 *(a)* | 100000 | &nbsp;&nbsp; 67429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 *(a)* | 200000 | 134684 |
| **Flowserve Corp.** | **Flowserve Corp.** | **Flowserve Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 *(a)* | 250000 | 210672 |
| **Fortive Corp.** | **Fortive Corp.** | **Fortive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/46 *(a)* | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 63539 |
| **Fortune Brands Home & Security, Inc.** | **Fortune Brands Home & Security, Inc.** | **Fortune Brands Home & Security, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 *(a)* | 200000 | 172998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/25/52 *(a)* | 100000 | &nbsp;&nbsp; 74375 |
| **GE Capital Funding LLC** | **GE Capital Funding LLC** | **GE Capital Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/15/32 *(a)* | 250000 | 241997 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GE Capital International Funding Co.** | **GE Capital International Funding Co.** | **GE Capital International Funding Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 11/15/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 11/15/35  | 1355000 | 1280353 |
| **General Dynamics Corp.** | **General Dynamics Corp.** | **General Dynamics Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 239407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 89326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 288819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 142008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 85126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 76299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 126812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 45765 |
| **General Electric Co.** | **General Electric Co.** | **General Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/32  | &nbsp;&nbsp;&nbsp; 335000 | &nbsp;&nbsp;&nbsp; 380915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/14/38  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 105508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/10/39  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 113421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 127515 |
| **Honeywell International, Inc.** | **Honeywell International, Inc.** | **Honeywell International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 192830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 06/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 278277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 280644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 175948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 135036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 167644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 120846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/37  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 108042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 128955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 111333 |
| **Hubbell, Inc.** | **Hubbell, Inc.** | **Hubbell, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 81475 |
| **Huntington Ingalls Industries, Inc.** | **Huntington Ingalls Industries, Inc.** | **Huntington Ingalls Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 05/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 193116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 91700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 92045 |
| **IDEX Corp.** | **IDEX Corp.** | **IDEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 174704 |
| **Illinois Tool Works, Inc.** | **Illinois Tool Works, Inc.** | **Illinois Tool Works, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 148308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 189376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 263907 |
| **John Deere Capital Corp.** | **John Deere Capital Corp.** | **John Deere Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/10/24  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 148281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 03/07/24  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 146389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 06/07/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 234897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 06/12/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 98156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/24/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 194832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/09/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/07/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 189900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/13/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 195672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 01/15/26  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 89358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/10/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 188580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 06/17/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 223092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 10/13/26  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 89025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/11/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 179376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/09/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 179188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/06/28  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 47128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/06/28  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 129425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/07/29  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 07/18/29  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 135009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/09/30  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 87140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/15/31  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 158142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/17/31  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 81958 |

---

**20** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Johnson Controls International PLC** | **Johnson Controls International PLC** | **Johnson Controls International PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/02/24 *(a)* | 195000 | 191523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/36  | 100000 | 104754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 *(a)* | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 83419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/14/45 *(a)* | 169000 | 154294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/02/64 *(a)* | 100000 | &nbsp;&nbsp; 84780 |
| **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** | **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** | **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 *(a)* | 150000 | 120839 |
| **Kennametal, Inc.** | **Kennametal, Inc.** | **Kennametal, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 *(a)* | 100000 | &nbsp;&nbsp; 94684 |
| **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 04/27/25 *(a)* | 150000 | 147165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 *(a)* | 300000 | 291226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 *(a)* | 150000 | 129293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 *(a)* | 200000 | 156044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 12/15/40  | &nbsp;&nbsp; 95000 | 100096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 *(a)* | 100000 | &nbsp;&nbsp; 91840 |
| **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 *(a)* | 100000 | &nbsp;&nbsp; 95494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 *(a)* | 100000 | &nbsp;&nbsp; 72934 |
| **Lennox International, Inc.** | **Lennox International, Inc.** | **Lennox International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 08/01/25 *(a)* | 100000 | &nbsp;&nbsp; 90786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 *(a)* | 150000 | 128964 |
| **Lockheed Martin Corp.** | **Lockheed Martin Corp.** | **Lockheed Martin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/15/26 *(a)* | 225000 | 220007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 *(a)* | 150000 | 154422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/32 *(a)* | 200000 | 190734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 *(a)* | 150000 | 156423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/35 *(a)* | 100000 | &nbsp;&nbsp; 90025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 *(a)* | 150000 | 144898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.07%, 12/15/42  | 200000 | 176608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 *(a)* | 150000 | 126248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 *(a)* | 250000 | 240082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 *(a)* | 250000 | 175450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 *(a)* | 188000 | 163169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 *(a)* | 150000 | 131736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 *(a)* | 150000 | 163165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 *(a)* | 150000 | 130769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 *(a)* | 150000 | 166105 |
| **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/02/24 *(a)* | 100000 | &nbsp;&nbsp; 98653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/30 *(a)* | 100000 | &nbsp;&nbsp; 83678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 *(a)* | 200000 | 163172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 *(a)* | 100000 | &nbsp;&nbsp; 82213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 *(a)* | 150000 | 104277 |
| **Masco Corp.** | **Masco Corp.** | **Masco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 *(a)* | 250000 | 196250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 *(a)* | 100000 | &nbsp;&nbsp; 81090 |
| **Mohawk Industries, Inc.** | **Mohawk Industries, Inc.** | **Mohawk Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 *(a)* | 160000 | 137723 |
| **Northrop Grumman Corp.** | **Northrop Grumman Corp.** | **Northrop Grumman Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 01/15/25 *(a)* | 350000 | 336640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 *(a)* | 100000 | &nbsp;&nbsp; 94250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 *(a)* | 400000 | 372076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 *(a)* | 150000 | 147096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 *(a)* | 100000 | &nbsp;&nbsp; 99572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 11/15/40  | 100000 | &nbsp;&nbsp; 97785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/43  | 150000 | 141947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 *(a)* | 400000 | 340796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 *(a)* | 100000 | 101666 |
| **nVent Finance Sarl** | **nVent Finance Sarl** | **nVent Finance Sarl** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 *(a)* | 150000 | 139205 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Oshkosh Corp.** | **Oshkosh Corp.** | **Oshkosh Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/01/30 *(a)* | 100000 | &nbsp;&nbsp; 84100 |
| **Otis Worldwide Corp.** | **Otis Worldwide Corp.** | **Otis Worldwide Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 04/05/25 *(a)* | 200000 | 187572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 *(a)* | 100000 | &nbsp;&nbsp; 90558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 *(a)* | 250000 | 213395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 *(a)* | 225000 | 170138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 *(a)* | 125000 | &nbsp;&nbsp; 89776 |
| **Owens Corning** | **Owens Corning** | **Owens Corning** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/01/24 *(a)* | 150000 | 147789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 *(a)* | 200000 | 182494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 *(a)* | 100000 | &nbsp;&nbsp; 90830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 *(a)* | 100000 | &nbsp;&nbsp; 79861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 *(a)* | 100000 | &nbsp;&nbsp; 79736 |
| **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/14/24 *(a)* | 100000 | &nbsp;&nbsp; 96150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/24  | 250000 | 244602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/21/24 *(a)* | 100000 | &nbsp;&nbsp; 96824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 *(a)* | 150000 | 141057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 *(a)* | 200000 | 194696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 *(a)* | 150000 | 135798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 *(a)* | 200000 | 194876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 *(a)* | 150000 | 138516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/38  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 52825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 *(a)* | 100000 | &nbsp;&nbsp; 88114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 *(a)* | 100000 | &nbsp;&nbsp; 82231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 *(a)* | 100000 | &nbsp;&nbsp; 81172 |
| **Pentair Finance Sarl** | **Pentair Finance Sarl** | **Pentair Finance Sarl** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 68888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 07/15/32 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49944 |
| **Precision Castparts Corp.** | **Precision Castparts Corp.** | **Precision Castparts Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/15/43 *(a)* | 100000 | &nbsp;&nbsp; 86742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 *(a)* | 100000 | &nbsp;&nbsp; 89973 |
| **Raytheon Technologies Corp.** | **Raytheon Technologies Corp.** | **Raytheon Technologies Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/15/23 *(a)* | 100000 | &nbsp;&nbsp; 99357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/24 *(a)* | 200000 | 196236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/16/25 *(a)* | 250000 | 245777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/01/26 *(a)* | 150000 | 139314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 150000 | 143550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 *(a)* | 200000 | 187842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 *(a)* | 500000 | 484645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/29  | 100000 | 114741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 *(a)* | 150000 | 126384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 *(a)* | 200000 | 159556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 *(a)* | 200000 | 164144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/36  | 100000 | 107928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/15/38  | 100000 | 108817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 *(a)* | 200000 | 184610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/15/40  | 100000 | 103348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 *(c)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/15/41  | 100000 | &nbsp;&nbsp; 92708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/42  | 500000 | 463000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 *(a)* | 100000 | &nbsp;&nbsp; 85915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 *(a)* | 150000 | 119858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 *(a)* | 150000 | 132195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 *(a)* | 100000 | &nbsp;&nbsp; 83935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 *(a)* | 350000 | 322339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 *(a)* | 200000 | 144668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 *(a)* | 200000 | 136556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 *(a)* | 200000 | 141014 |
| **Republic Services, Inc.** | **Republic Services, Inc.** | **Republic Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/24 *(a)* | 100000 | &nbsp;&nbsp; 96095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/15/25 *(a)* | 200000 | 179306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/01/26 *(a)* | 200000 | 187676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 *(a)* | 150000 | 141090 |

---

**21**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 *(a)* | 100000 | &nbsp;&nbsp; 96170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 200000 | 170190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 *(a)* | 250000 | 195000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 *(a)* | 100000 | &nbsp;&nbsp; 71444 |
| **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 *(a)* | 100000 | &nbsp;&nbsp; 94196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/15/31 *(a)* | 100000 | &nbsp;&nbsp; 80153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 *(a)* | 100000 | &nbsp;&nbsp; 86864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 *(a)* | 100000 | &nbsp;&nbsp; 61635 |
| **Roper Technologies, Inc.** | **Roper Technologies, Inc.** | **Roper Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/15/25 *(a)* | 150000 | 135125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 12/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 *(a)* | 150000 | 144816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 *(a)* | 250000 | 213852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 100000 | &nbsp;&nbsp; 87596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 *(a)* | 150000 | 121295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 *(a)* | 250000 | 194535 |
| **Snap-on, Inc.** | **Snap-on, Inc.** | **Snap-on, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 *(a)* | 100000 | &nbsp;&nbsp; 87162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 *(a)* | 100000 | &nbsp;&nbsp; 73584 |
| **Sonoco Products Co.** | **Sonoco Products Co.** | **Sonoco Products Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 *(a)* | 200000 | 173630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/40 *(a)* | 150000 | 148219 |
| **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 *(a)* | 250000 | 243927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 *(a)* | 200000 | 167978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/01/40  | 100000 | &nbsp;&nbsp; 97801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 *(a)* | 150000 | 137939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 *(a)* | 100000 | &nbsp;&nbsp; 64393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/60 *(a)(b)* | 100000 | &nbsp;&nbsp; 86285 |
| **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 *(a)* | 500000 | 433235 |
| **Textron, Inc.** | **Textron, Inc.** | **Textron, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 97025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 90781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 *(a)* | 100000 | &nbsp;&nbsp; 85692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 *(a)* | 250000 | 202460 |
| **The Boeing Co.** | **The Boeing Co.** | **The Boeing Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/01/24  | 275000 | 264440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.43%, 02/04/24 *(a)* | 600000 | 572712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/01/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/01/25 *(a)* | 600000 | 594576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/30/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/26 *(a)* | 250000 | 232187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/04/26 *(a)* | 950000 | 862856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/26 *(a)* | 150000 | 140631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/15/26 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 *(a)* | 100000 | &nbsp;&nbsp; 91166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 *(a)* | 300000 | 297363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 *(a)* | 250000 | 228925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/01/28 *(a)* | 150000 | 135044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 *(a)* | 150000 | 132486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 *(a)* | 150000 | 127671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 *(a)* | 800000 | 781008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 *(a)* | 250000 | 220967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 *(a)* | 100000 | &nbsp;&nbsp; 80628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 *(a)* | 150000 | 115038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/15/38  | 100000 | 104285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 *(a)* | 100000 | &nbsp;&nbsp; 74435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 *(a)* | 150000 | 109358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/15/39  | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 85235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/40  | 100000 | &nbsp;&nbsp; 96254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 *(a)* | 450000 | 430317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 34284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 33867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 *(a)* | 100000 | &nbsp;&nbsp; 70074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 *(a)* | 100000 | &nbsp;&nbsp; 71253 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 123911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 944250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 03/01/59 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 104439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 556032 |
| **The Timken Co.** | **The Timken Co.** | **The Timken Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95545 |
| **Trane Technologies Global Holding Co., Ltd.** | **Trane Technologies Global Holding Co., Ltd.** | **Trane Technologies Global Holding Co., Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/43  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 101355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 119462 |
| **Trane Technologies Luxembourg Finance S.A.** | **Trane Technologies Luxembourg Finance S.A.** | **Trane Technologies Luxembourg Finance S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/21/26 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92827 |
| **Valmont Industries, Inc.** | **Valmont Industries, Inc.** | **Valmont Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/44 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88340 |
| **Vontier Corp.** | **Vontier Corp.** | **Vontier Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 04/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 169246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72827 |
| **Vulcan Materials Co.** | **Vulcan Materials Co.** | **Vulcan Materials Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 128856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87269 |
| **Waste Connections, Inc.** | **Waste Connections, Inc.** | **Waste Connections, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 129554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 137024 |
| **Waste Management, Inc.** | **Waste Management, Inc.** | **Waste Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 242192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 *(a)* | &nbsp;&nbsp;&nbsp; 112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 160892 |
| **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/24 *(a)(e)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/28 *(a)(e)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 238832 |
| **WW Grainger, Inc.** | **WW Grainger, Inc.** | **WW Grainger, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 02/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 172522 |
| **Xylem, Inc.** | **Xylem, Inc.** | **Xylem, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/30/31 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 123423 |
|  |  | **55094078** |
| ***Communications 2.1%***  | ***Communications 2.1%***  | ***Communications 2.1%***  |
| **Activision Blizzard, Inc.** | **Activision Blizzard, Inc.** | **Activision Blizzard, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 159693 |
| **America Movil, S.A.B. de CV** | **America Movil, S.A.B. de CV** | **America Movil, S.A.B. de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 172520 |

---

**22** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/35  | &nbsp;&nbsp;&nbsp; 200000 | 216666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/30/40  | &nbsp;&nbsp;&nbsp; 430000 | 445231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/16/42  | &nbsp;&nbsp;&nbsp; 200000 | 171002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 172626 |
| **American Tower Corp.** | **American Tower Corp.** | **American Tower Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 01/15/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 95226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/24  | &nbsp;&nbsp;&nbsp; 200000 | 199888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 97452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 143310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 235282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 145661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 97792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/15/26 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 140019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 136128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 130000 | 119694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 140661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 186196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 92357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 82861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 92931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 229240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 128804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 117240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 158668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 136854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 73444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 133308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 160543 |
| **AT&T, Inc.** | **AT&T, Inc.** | **AT&T, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/25/24 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 284730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 03/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | 403717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 94272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 145025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 196686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | 451090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 257706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 327000 | 316180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | 577068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 547000 | 520109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 550000 | 463529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | 357192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 *(a)* | &nbsp;&nbsp;&nbsp; 707000 | 556784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 *(a)* | &nbsp;&nbsp;&nbsp; 550000 | 505488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 147429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 140684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 184114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 51378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/01/40  | &nbsp;&nbsp;&nbsp; 150000 | 144581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | 345285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/42  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 169532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 72049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 87656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 250992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 263850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 139433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 151100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 146022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 168816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 170074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 139715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | 368030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 105186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 *(a)* | 1335000 | 944432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 *(a)* | 1273000 | 895021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 *(a)* | 1011000 | 735968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 *(a)* | 1174000 | 810307 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 *(a)* | 300000 | 219441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 *(a)* | 100000 | &nbsp;&nbsp; 68399 |
| **British Telecommunications PLC** | **British Telecommunications PLC** | **British Telecommunications PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 *(a)* | 250000 | 245792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 *(e)* | 450000 | 542947 |
| **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/24 *(a)* | 250000 | 247377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 07/23/25 *(a)* | 700000 | 689073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 *(a)* | 200000 | 182734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 *(a)* | 200000 | 186596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 *(a)* | 200000 | 164236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 *(a)* | 200000 | 190904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 *(a)* | 250000 | 198757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 *(a)* | 200000 | 149772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 *(a)* | 150000 | 131414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 *(a)* | 330000 | 326126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 *(a)* | 150000 | 129395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 *(a)* | 300000 | 204759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 *(a)* | 300000 | 203124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 *(a)* | 650000 | 615953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 *(a)* | 450000 | 372240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 *(a)* | 400000 | 343596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 *(a)* | 200000 | 159334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 *(a)* | 500000 | 378850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 *(a)* | 400000 | 256672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 *(a)* | 400000 | 265144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 *(a)* | 250000 | 202242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 *(a)* | 100000 | &nbsp;&nbsp; 96967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 *(a)* | 300000 | 186954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 *(a)* | 100000 | &nbsp;&nbsp; 68096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 *(a)* | 150000 | &nbsp;&nbsp; 95070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 *(a)* | 200000 | 162124 |
| **Comcast Corp.** | **Comcast Corp.** | **Comcast Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/24 *(a)* | 400000 | 394508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/25 *(a)* | 200000 | 194768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/25 *(a)* | 150000 | 145463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/25 *(a)* | 500000 | 492075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/01/26 *(a)* | 450000 | 432054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 *(a)* | 200000 | 183494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 *(a)* | 300000 | 285477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 200000 | 190120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 *(a)* | 350000 | 326000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 *(a)* | 200000 | 189930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 *(a)* | 750000 | 727980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 *(a)* | 300000 | 262152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 *(a)* | 250000 | 229720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 *(a)* | 350000 | 338205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 *(a)* | 300000 | 245115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 *(a)* | 300000 | 236652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/33  | 250000 | 238032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 03/15/33  | 150000 | 173806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 *(a)* | 250000 | 235330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/35  | 100000 | 105542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 *(a)* | 100000 | &nbsp;&nbsp; 95183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/35  | 145000 | 162384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 *(a)* | 100000 | &nbsp;&nbsp; 82816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/15/37  | 100000 | 111545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 *(a)* | 250000 | 220477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 *(a)* | 200000 | 188342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 07/01/39  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 55941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 *(a)* | 200000 | 159368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 *(a)* | 275000 | 230788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/42  | 100000 | &nbsp;&nbsp; 92183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/44  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 *(a)* | 100000 | &nbsp;&nbsp; 90350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 *(a)* | 200000 | 151580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 *(a)* | 100000 | &nbsp;&nbsp; 82783 |

---

**23**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | 326680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 164974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 276387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | 326856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 225501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 132260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 *(a)* | &nbsp;&nbsp;&nbsp; 944000 | 630875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 184029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 *(a)* | &nbsp;&nbsp;&nbsp; 202000 | 165957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 *(a)* | 1151000 | 742004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 140774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 119236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 *(a)* | &nbsp;&nbsp;&nbsp; 689000 | 438238 |
| **Crown Castle International Corp.** | **Crown Castle International Corp.** | **Crown Castle International Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 194120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 07/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 182036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 195000 | 190741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 95263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 07/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 130202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 187216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 140333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 95398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 87926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 132666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 162244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 158878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 122528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 177080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 88046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 39957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 138258 |
| **Deutsche Telekom International Finance BV** | **Deutsche Telekom International Finance BV** | **Deutsche Telekom International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 *(e)* | &nbsp;&nbsp;&nbsp; 600000 | 715650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 06/01/32  | &nbsp;&nbsp;&nbsp; 150000 | 190242 |
| **Discovery Communications LLC** | **Discovery Communications LLC** | **Discovery Communications LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/13/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 244535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/24 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 239627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/11/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 97360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/20/28 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 224822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 132224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 127112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 124554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/43  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 38758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/20/47 *(a)* | &nbsp;&nbsp;&nbsp; 260000 | 202805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 118010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 108947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/55 *(a)* | &nbsp;&nbsp;&nbsp; 357000 | 229515 |
| **Electronic Arts, Inc.** | **Electronic Arts, Inc.** | **Electronic Arts, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 137234 |
| **Fox Corp.** | **Fox Corp.** | **Fox Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 01/25/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 246610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/07/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 95909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 193076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 87997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 277929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 226412 |
| **Grupo Televisa S.A.B.** | **Grupo Televisa S.A.B.** | **Grupo Televisa S.A.B.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/40  | &nbsp;&nbsp;&nbsp; 200000 | 201954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 257553 |
| **Koninklijke KPN N.V.** | **Koninklijke KPN N.V.** | **Koninklijke KPN N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 10/01/30  | &nbsp;&nbsp;&nbsp; 100000 | 113769 |
| **Magallanes, Inc.** | **Magallanes, Inc.** | **Magallanes, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/15/24 *(a)(c)* | &nbsp;&nbsp;&nbsp; 200000 | 193780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 03/15/25 *(c)* | &nbsp;&nbsp;&nbsp; 500000 | 477950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 *(a)(c)* | &nbsp;&nbsp;&nbsp; 700000 | 638246 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/29 *(a)(c)* | &nbsp;&nbsp;&nbsp; 250000 | 219247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 *(a)(c)* | &nbsp;&nbsp;&nbsp; 800000 | 680208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 *(a)(c)* | &nbsp;&nbsp;&nbsp; 900000 | 720045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 03/15/52 *(a)(c)* | 1200000 | 930840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 03/15/62 *(a)(c)* | &nbsp;&nbsp;&nbsp; 450000 | 348579 |
| **Meta Platforms, Inc.** | **Meta Platforms, Inc.** | **Meta Platforms, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 *(a)(c)* | &nbsp;&nbsp;&nbsp; 450000 | 423171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 *(a)(c)* | &nbsp;&nbsp;&nbsp; 500000 | 448045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 *(a)(c)* | &nbsp;&nbsp;&nbsp; 450000 | 370719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 *(a)(c)* | &nbsp;&nbsp;&nbsp; 250000 | 205062 |
| **NBCUniversal Media LLC** | **NBCUniversal Media LLC** | **NBCUniversal Media LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/41  | &nbsp;&nbsp;&nbsp; 100000 | 106714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/43  | &nbsp;&nbsp;&nbsp; 130000 | 115860 |
| **Omnicom Group, Inc.** | **Omnicom Group, Inc.** | **Omnicom Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 83428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 93713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 166204 |
| **Omnicom Group, Inc./Omnicom Capital, Inc.** | **Omnicom Group, Inc./Omnicom Capital, Inc.** | **Omnicom Group, Inc./Omnicom Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 11/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 130000 | 126953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 240827 |
| **Orange S.A.** | **Orange S.A.** | **Orange S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 03/01/31  | &nbsp;&nbsp;&nbsp; 400000 | 497836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/13/42  | &nbsp;&nbsp;&nbsp; 150000 | 149454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 151157 |
| **Rogers Communications, Inc.** | **Rogers Communications, Inc.** | **Rogers Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25 *(a)(c)* | &nbsp;&nbsp;&nbsp; 200000 | 188944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 142848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 138000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 *(a)(c)* | &nbsp;&nbsp;&nbsp; 250000 | 233630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 *(a)(c)* | &nbsp;&nbsp;&nbsp; 400000 | 355032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 08/15/38  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 56924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 *(a)(c)* | &nbsp;&nbsp;&nbsp; 150000 | 127527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 82813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 92612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 *(a)* | &nbsp;&nbsp;&nbsp; 180000 | 159305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 78321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 197085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 107766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 *(a)(c)* | &nbsp;&nbsp;&nbsp; 200000 | 163018 |
| **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/14/25  | &nbsp;&nbsp;&nbsp; 150000 | 144960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 142788 |
| **TCI Communications, Inc.** | **TCI Communications, Inc.** | **TCI Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 02/15/28  | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 33160 |
| **Telefonica Emisiones S.A.** | **Telefonica Emisiones S.A.** | **Telefonica Emisiones S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/08/27  | &nbsp;&nbsp;&nbsp; 450000 | 428899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 06/20/36  | &nbsp;&nbsp;&nbsp; 365000 | 381797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 03/06/38  | &nbsp;&nbsp;&nbsp; 150000 | 121346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 03/08/47  | &nbsp;&nbsp;&nbsp; 500000 | 407060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/06/48  | &nbsp;&nbsp;&nbsp; 150000 | 117498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 128190 |
| **Telefonica Europe BV** | **Telefonica Europe BV** | **Telefonica Europe BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 09/15/30  | &nbsp;&nbsp;&nbsp; 100000 | 113065 |
| **TELUS Corp.** | **TELUS Corp.** | **TELUS Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | 334383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/16/48 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 88866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 124877 |
| **The Bell Telephone Co of Canada** | **The Bell Telephone Co of Canada** | **The Bell Telephone Co of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/17/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 94756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 79092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 174448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 84324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/17/51 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 74843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 34381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 113309 |

---

**24** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **The Interpublic Group of Cos., Inc.** | **The Interpublic Group of Cos., Inc.** | **The Interpublic Group of Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 79251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 70874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 92509 |
| **The Walt Disney Co.** | **The Walt Disney Co.** | **The Walt Disney Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/30/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 142773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 147323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/24/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 243595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 195378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/13/26  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 92011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/23/27  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 242202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/13/28  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 179956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 339248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/22/30  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 188338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/13/31  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 387967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/15/33  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 111929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/15/34  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 165724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/15/35  | &nbsp;&nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 257485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/01/37  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 54398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 11/15/37  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 231808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 191088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 289418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/43  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 51080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 141909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 238815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 282774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 354087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 199825 |
| **Time Warner Cable LLC** | **Time Warner Cable LLC** | **Time Warner Cable LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 05/01/37  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 144986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 07/01/38  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 306201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/39  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 242740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 *(a)* | &nbsp;&nbsp;&nbsp; 224000 | &nbsp;&nbsp;&nbsp; 199580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 214797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 151096 |
| **Time Warner Entertainment Co. LP** | **Time Warner Entertainment Co. LP** | **Time Warner Entertainment Co. LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 07/15/33  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 224282 |
| **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 484445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 224430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 275184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 230847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; 710850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 292089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 259272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 353948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 *(a)* | 1300000 | 1194856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 413960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 166972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 347864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 79809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 165008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 304143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 326056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 423025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 383438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 349745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 200726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 208410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 100483 |
| **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/13/26  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 334215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 07/30/26  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 136644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 187942 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/16/41  | 100000 | &nbsp;&nbsp; 91165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/41  | 150000 | 131880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/44  | 250000 | 220072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/30/46  | 100000 | &nbsp;&nbsp; 72101 |
| **Verizon Communications, Inc.** | **Verizon Communications, Inc.** | **Verizon Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/22/24  | 200000 | 190208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/24 *(a)* | 130000 | 127508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/25  | 250000 | 244280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 11/20/25 *(a)* | 300000 | 269280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 03/20/26 *(a)* | 200000 | 181128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/26  | 400000 | 372524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/16/27  | 650000 | 638131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/22/27 *(a)* | 150000 | 140769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 *(a)* | 500000 | 437925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 09/21/28  | 800000 | 778424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 *(a)* | 200000 | 189184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 *(a)* | 700000 | 660926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 *(a)* | 250000 | 222952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 *(a)* | 250000 | 196385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 *(a)* | 117000 | &nbsp;&nbsp; 92088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 12/01/30  | &nbsp;&nbsp; 52000 | &nbsp;&nbsp; 61348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 *(a)* | 300000 | 235374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 *(a)* | 800000 | 666992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 *(a)* | 813000 | 654693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/10/33  | 400000 | 380740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 *(a)* | 330000 | 305494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 01/15/36  | 305000 | 273561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/16/37  | 200000 | 201582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 03/15/39  | 200000 | 188222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 *(a)* | 500000 | 343500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 *(a)* | 650000 | 502625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 *(a)* | 250000 | 178150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 *(a)* | 200000 | 163030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/43  | 100000 | 113027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/46  | 200000 | 165416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 08/21/46  | 400000 | 366096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 09/15/48  | 100000 | &nbsp;&nbsp; 88494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/15/49  | 150000 | 141372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 *(a)* | 150000 | 121205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 *(a)* | 500000 | 325160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 *(a)* | 775000 | 575259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/01/52 *(a)* | 150000 | 117567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 08/21/54  | 100000 | &nbsp;&nbsp; 94063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 03/15/55  | 200000 | 177750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 *(a)* | 650000 | 412509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/60 *(a)* | 350000 | 219436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 *(a)* | 600000 | 433560 |
| **ViacomCBS, Inc.** | **ViacomCBS, Inc.** | **ViacomCBS, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/25 *(a)* | &nbsp;&nbsp; 89000 | &nbsp;&nbsp; 88233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 *(a)* | 150000 | 135582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 *(a)* | 250000 | 222857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 *(a)* | 100000 | &nbsp;&nbsp; 89273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 07/30/30  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 54254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 *(a)* | 200000 | 180600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 *(a)* | 150000 | 124697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/30/36  | 250000 | 248432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 *(a)* | 100000 | &nbsp;&nbsp; 90086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/43  | 250000 | 176490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 *(a)* | 250000 | 211605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 *(a)* | 100000 | &nbsp;&nbsp; 78825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 *(a)* | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 71173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 *(a)* | 130000 | &nbsp;&nbsp; 94181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 *(a)* | 200000 | 150364 |
| **Vodafone Group PLC** | **Vodafone Group PLC** | **Vodafone Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/16/24  | 200000 | 197938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/30/25  | 250000 | 247080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/30/28  | 500000 | 495120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/15/30  | 150000 | 170506 |

---

**25**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 02/27/37  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 307851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/30/38  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/19/43  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 210445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/48  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 406800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/19/49  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 302585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/17/50  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 198312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/19/59  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88352 |
| **Weibo Corp.** | **Weibo Corp.** | **Weibo Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/05/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/08/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 149636 |
| **WPP Finance 2010** | **WPP Finance 2010** | **WPP Finance 2010** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/19/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96685 |
|  |  | **88189511** |
| ***Consumer Cyclical 1.6%***  | ***Consumer Cyclical 1.6%***  | ***Consumer Cyclical 1.6%***  |
| **Advance Auto Parts, Inc.** | **Advance Auto Parts, Inc.** | **Advance Auto Parts, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/01/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/32 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41785 |
| **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/28/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 12/06/27 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 276135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/09/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 160512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 223567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 159270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/09/41 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 161355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 155170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 191802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 123362 |
| **Amazon.com, Inc.** | **Amazon.com, Inc.** | **Amazon.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 05/12/24  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 472315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/22/24 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 389012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/05/24 *(a)* | 195000 | &nbsp;&nbsp;&nbsp;&nbsp; 192506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 06/03/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 229330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 12/03/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 102367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/12/26 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 446180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 384012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 174792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 *(a)* | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 569712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 348536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 236602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 326040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 *(a)* | 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 438706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 466370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/05/34 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 153649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 450660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 306640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 *(a)* | 280000 | &nbsp;&nbsp;&nbsp;&nbsp; 284875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 *(a)* | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 529980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 262440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 367710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 *(a)* | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 385092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 359260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 254384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 216057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 170286 |
| **American Honda Finance Corp.** | **American Honda Finance Corp.** | **American Honda Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/24  | 290000 | &nbsp;&nbsp;&nbsp;&nbsp; 283179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/09/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/10/24  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 238857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 234482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 07/08/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 228930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/10/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 226520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/09/26  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/27  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/28  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/24/28  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 217202 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Aptiv PLC** | **Aptiv PLC** | **Aptiv PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 *(a)* | 100000 | &nbsp;&nbsp; 93428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/32 *(a)* | 200000 | 168584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp; 87512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 *(a)* | 250000 | 156275 |
| **Aptiv PLC/Aptiv Corp.** | **Aptiv PLC/Aptiv Corp.** | **Aptiv PLC/Aptiv Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 *(a)* | 200000 | 151272 |
| **AutoNation, Inc.** | **AutoNation, Inc.** | **AutoNation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 *(a)* | 150000 | 143910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 *(a)* | 100000 | &nbsp;&nbsp; 90911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 *(a)* | 100000 | &nbsp;&nbsp; 73623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 *(a)* | 150000 | 124649 |
| **AutoZone, Inc.** | **AutoZone, Inc.** | **AutoZone, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/25 *(a)* | 200000 | 192416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 *(a)* | 150000 | 139550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 *(a)* | 150000 | 140540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 *(a)* | 150000 | 116663 |
| **Best Buy Co., Inc.** | **Best Buy Co., Inc.** | **Best Buy Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 *(a)* | 100000 | &nbsp;&nbsp; 96857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 *(a)* | 150000 | 118974 |
| **Block Financial LLC** | **Block Financial LLC** | **Block Financial LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/25 *(a)* | 100000 | &nbsp;&nbsp; 99882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 *(a)* | 150000 | 133103 |
| **Booking Holdings, Inc.** | **Booking Holdings, Inc.** | **Booking Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/26 *(a)* | 150000 | 145152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/13/30 *(a)* | 350000 | 342401 |
| **BorgWarner, Inc.** | **BorgWarner, Inc.** | **BorgWarner, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 *(a)* | 200000 | 180478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 *(a)* | 100000 | &nbsp;&nbsp; 79553 |
| **CBRE Services, Inc.** | **CBRE Services, Inc.** | **CBRE Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/26 *(a)* | 100000 | 100205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 *(a)* | 100000 | &nbsp;&nbsp; 78626 |
| **Choice Hotels International, Inc.** | **Choice Hotels International, Inc.** | **Choice Hotels International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 *(a)* | 100000 | &nbsp;&nbsp; 87543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 *(a)* | 100000 | &nbsp;&nbsp; 86126 |
| **Costco Wholesale Corp.** | **Costco Wholesale Corp.** | **Costco Wholesale Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/18/24 *(a)* | 200000 | 195700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 *(a)* | 300000 | 287046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 *(a)* | 250000 | 221837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 *(a)* | 100000 | &nbsp;&nbsp; 83034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 *(a)* | 200000 | 161144 |
| **Cummins, Inc.** | **Cummins, Inc.** | **Cummins, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/01/25 *(a)* | 150000 | 135657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 *(a)* | 250000 | 200175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 *(a)* | 150000 | &nbsp;&nbsp; 96624 |
| **D.R. Horton, Inc.** | **D.R. Horton, Inc.** | **D.R. Horton, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/15/25 *(a)* | 175000 | 163564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 *(a)* | 150000 | 125975 |
| **Daimler Finance North America LLC** | **Daimler Finance North America LLC** | **Daimler Finance North America LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 01/18/31  | 350000 | 435008 |
| **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 *(a)* | 100000 | &nbsp;&nbsp; 96048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/15/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 39376 |
| **Dick's Sporting Goods, Inc.** | **Dick's Sporting Goods, Inc.** | **Dick's Sporting Goods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/32 *(a)* | 100000 | &nbsp;&nbsp; 79878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/15/52 *(a)* | 200000 | 135878 |
| **Dollar General Corp.** | **Dollar General Corp.** | **Dollar General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/20/24  | 200000 | 197392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/27 *(a)* | 200000 | 192814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 *(a)* | 100000 | &nbsp;&nbsp; 96052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 *(a)* | 200000 | 181916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 *(a)* | 150000 | 149685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 *(a)* | 100000 | &nbsp;&nbsp; 83510 |

---

**26** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Dollar Tree, Inc.** | **Dollar Tree, Inc.** | **Dollar Tree, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/25 *(a)* | 300000 | 294030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 *(a)* | 250000 | 239587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 *(a)* | 100000 | &nbsp;&nbsp; 81815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/51 *(a)* | 100000 | &nbsp;&nbsp; 68819 |
| **eBay, Inc.** | **eBay, Inc.** | **eBay, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/01/24 *(a)* | 200000 | 195494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/11/25 *(a)* | 150000 | 140846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 05/10/26 *(a)* | 100000 | &nbsp;&nbsp; 89242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 *(a)* | 150000 | 142101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 *(a)* | 100000 | &nbsp;&nbsp; 85279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 *(a)* | 150000 | 123054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 *(a)* | 150000 | 120612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 *(a)* | 200000 | 147128 |
| **Expedia Group, Inc.** | **Expedia Group, Inc.** | **Expedia Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/26 *(a)* | 200000 | 199608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 *(a)* | 200000 | 185512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 *(a)* | 200000 | 171406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 *(a)* | 150000 | 122175 |
| **General Motors Co.** | **General Motors Co.** | **General Motors Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/01/25 *(a)* | 450000 | 456457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/27 *(a)* | 150000 | 142991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 *(a)* | 300000 | 315210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 *(a)* | 250000 | 240982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/35  | 100000 | &nbsp;&nbsp; 88711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 *(a)* | 300000 | 304803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 *(a)* | 250000 | 221162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/02/43  | 250000 | 241660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/45  | 250000 | 211000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 *(a)* | 100000 | &nbsp;&nbsp; 99873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/48 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 65272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 *(a)* | 200000 | 186116 |
| **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/17/24 *(a)* | 200000 | 199036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 03/08/24  | 150000 | 142046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/13/24 *(a)* | 150000 | 147542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/15/24  | 150000 | 138600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/07/24 *(a)* | 150000 | 144848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/26/25 *(a)* | 200000 | 189084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/07/25  | 250000 | 241802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/09/25 *(a)* | 150000 | 147059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/20/25 *(a)* | 250000 | 235370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/13/25 *(a)* | 200000 | 194338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/08/26 *(a)* | 200000 | 175666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/26 *(a)* | 250000 | 247585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/10/26 *(a)* | 250000 | 217085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 *(a)* | 200000 | 191998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 *(a)* | 150000 | 132290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 *(a)* | 300000 | 293490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 *(a)* | 200000 | 176406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/05/28 *(a)* | 150000 | 137397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 *(a)* | 250000 | 208670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 *(a)* | 100000 | &nbsp;&nbsp; 98956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 *(a)* | 250000 | 228265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 *(a)* | 300000 | 257583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 *(a)* | 200000 | 155240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 *(a)* | 200000 | 157470 |
| **Genuine Parts Co.** | **Genuine Parts Co.** | **Genuine Parts Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 *(a)* | 125000 | &nbsp;&nbsp; 96868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 *(a)* | 150000 | 122231 |
| **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 98702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/26 *(a)* | 150000 | 146087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 *(a)* | 100000 | &nbsp;&nbsp; 97659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 *(a)* | 100000 | &nbsp;&nbsp; 94613 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 86813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 *(a)* | 400000 | 341924 |
| **Harley-Davidson, Inc.** | **Harley-Davidson, Inc.** | **Harley-Davidson, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/28/25 *(a)* | 100000 | &nbsp;&nbsp; 95447 |
| **Harman International Industries, Inc.** | **Harman International Industries, Inc.** | **Harman International Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/25 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 73413 |
| **Home Depot, Inc.** | **Home Depot, Inc.** | **Home Depot, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 *(a)* | 200000 | 198694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 *(a)* | 150000 | 147862 |
| **Honda Motor Co., Ltd.** | **Honda Motor Co., Ltd.** | **Honda Motor Co., Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 *(a)* | 200000 | 184204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 *(a)* | 150000 | 130910 |
| **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/23/25 *(a)* | 100000 | &nbsp;&nbsp; 99303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 *(a)* | 150000 | 137507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/23/30 *(a)* | 150000 | 149349 |
| **JD.com, Inc.** | **JD.com, Inc.** | **JD.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/14/50 *(a)* | 200000 | 140958 |
| **Kohl's Corp.** | **Kohl's Corp.** | **Kohl's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/01/31 *(a)* | 100000 | &nbsp;&nbsp; 71612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/17/45 *(a)* | 100000 | &nbsp;&nbsp; 66617 |
| **Lear Corp.** | **Lear Corp.** | **Lear Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 *(a)* | 100000 | &nbsp;&nbsp; 76917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/49 *(a)* | 100000 | &nbsp;&nbsp; 84772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 *(a)* | 100000 | &nbsp;&nbsp; 62800 |
| **Lennar Corp.** | **Lennar Corp.** | **Lennar Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/30/25 *(a)* | 350000 | 345926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 *(a)* | 250000 | 239537 |
| **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/25 *(a)* | 274000 | 264462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/26 *(a)* | 200000 | 187658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 *(a)* | 200000 | 190168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 *(a)* | 250000 | 234970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 *(a)* | 250000 | 210915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 *(a)* | 300000 | 280974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 *(a)* | 200000 | 194972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 *(a)* | 250000 | 198875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 *(a)* | 350000 | 294703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 *(a)* | 300000 | 273042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 *(a)* | 200000 | 199118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 *(a)* | 100000 | &nbsp;&nbsp; 95214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 *(a)* | 200000 | 141288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 *(a)* | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 85846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 *(a)* | 100000 | &nbsp;&nbsp; 83716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 *(a)* | 150000 | 115154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 *(a)* | 250000 | 202787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 *(a)* | 100000 | &nbsp;&nbsp; 86800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 94651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 *(a)* | 200000 | 133964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 36274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 *(a)* | 300000 | 247209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 *(a)* | 250000 | 249132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 *(a)* | 250000 | 202770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 *(a)* | 200000 | 197560 |
| **Magna International, Inc.** | **Magna International, Inc.** | **Magna International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/15/24 *(a)* | 200000 | 195830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 *(a)* | 200000 | 166846 |
| **Marriott International, Inc.** | **Marriott International, Inc.** | **Marriott International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/25 *(a)* | 330000 | 320595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/25 *(a)* | 300000 | 305253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/26 *(a)* | 150000 | 140519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/28 *(a)* | 100000 | &nbsp;&nbsp; 93378 |

---

**27**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/30 *(a)* | 200000 | 187892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/32 *(a)* | 350000 | 294934 |
| **McDonald's Corp.** | **McDonald's Corp.** | **McDonald's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/26/25 *(a)* | 150000 | 146271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/01/25 *(a)* | 150000 | 138693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/26 *(a)* | 330000 | 323964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 *(a)* | 200000 | 192954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 *(a)* | 200000 | 191672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 250000 | 241335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 *(a)* | 100000 | &nbsp;&nbsp; 88771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 *(a)* | 150000 | 127799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 *(a)* | 150000 | 140472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 *(a)* | 100000 | &nbsp;&nbsp; 97489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/15/37  | 200000 | 222264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/01/38  | 200000 | 221170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/15/40  | 100000 | &nbsp;&nbsp; 95537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/42  | 100000 | &nbsp;&nbsp; 81507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 *(a)* | 100000 | &nbsp;&nbsp; 91275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 *(a)* | 320000 | 304707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 *(a)* | 100000 | &nbsp;&nbsp; 89167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 *(a)* | 200000 | 178292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 *(a)* | 300000 | 233697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 *(a)* | 100000 | &nbsp;&nbsp; 86113 |
| **MDC Holdings, Inc.** | **MDC Holdings, Inc.** | **MDC Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 *(a)* | 150000 | 106697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 *(a)* | 150000 | 120908 |
| **NIKE, Inc.** | **NIKE, Inc.** | **NIKE, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/27/25 *(a)* | 150000 | 143835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/01/26 *(a)* | 100000 | &nbsp;&nbsp; 93171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 *(a)* | 350000 | 329413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 *(a)* | 350000 | 315441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 *(a)* | 300000 | 247377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 *(a)* | 230000 | 185444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 *(a)* | 200000 | 160482 |
| **NVR, Inc.** | **NVR, Inc.** | **NVR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/30 *(a)* | 200000 | 169994 |
| **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 *(a)* | 150000 | 142778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 *(a)* | 200000 | 194768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/30 *(a)* | 100000 | &nbsp;&nbsp; 95004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 *(a)* | 150000 | 117152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 *(a)* | 150000 | 146970 |
| **PACCAR Financial Corp.** | **PACCAR Financial Corp.** | **PACCAR Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 02/02/24  | 100000 | &nbsp;&nbsp; 95101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/09/24  | 250000 | 232857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/06/25  | 200000 | 188922 |
| **PulteGroup, Inc.** | **PulteGroup, Inc.** | **PulteGroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/26 *(a)* | 150000 | 151594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 06/15/32  | 200000 | 225964 |
| **PVH Corp.** | **PVH Corp.** | **PVH Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/10/25 *(a)(c)* | 250000 | 244000 |
| **Ralph Lauren Corp.** | **Ralph Lauren Corp.** | **Ralph Lauren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/30 *(a)* | 150000 | 131223 |
| **Ross Stores, Inc.** | **Ross Stores, Inc.** | **Ross Stores, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/15/26 *(a)* | 250000 | 220122 |
| **Starbucks Corp.** | **Starbucks Corp.** | **Starbucks Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/25 *(a)* | 300000 | 296103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/15/26 *(a)* | 150000 | 140385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 *(a)* | 200000 | 180220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 *(a)* | 150000 | 145323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 *(a)* | 200000 | 188286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 *(a)* | 100000 | &nbsp;&nbsp; 84893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 *(a)* | 195000 | 166893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/14/32 *(a)* | 200000 | 174482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 *(a)* | 150000 | 118662 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 *(a)* | 150000 | 133266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 *(a)* | 150000 | 132344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 *(a)* | 100000 | &nbsp;&nbsp; 73058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 *(a)* | 200000 | 150836 |
| **Tapestry, Inc.** | **Tapestry, Inc.** | **Tapestry, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/25 *(a)* | 150000 | 147054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93107 |
| **Target Corp.** | **Target Corp.** | **Target Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/24  | 263000 | 258952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/25 *(a)* | 300000 | 285672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/26  | 200000 | 188672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 *(a)* | 150000 | 139625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 *(a)* | 250000 | 214415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 *(a)* | 350000 | 303551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/42  | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 66513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 *(a)* | 300000 | 251559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 *(a)* | 200000 | 141862 |
| **The Ford Foundation** | **The Ford Foundation** | **The Ford Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.42%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp; 63516 |
| **The Home Depot, Inc.** | **The Home Depot, Inc.** | **The Home Depot, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/24 *(a)* | 195000 | 193266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/25 *(a)* | 400000 | 389216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/26 *(a)* | 150000 | 143777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/26 *(a)* | 200000 | 184458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 *(a)* | 200000 | 185842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 *(a)* | 150000 | 140541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 *(a)* | 300000 | 291741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 *(a)* | 350000 | 319970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 *(a)* | 200000 | 177250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 *(a)* | 250000 | 196560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 *(a)* | 250000 | 203007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 *(a)* | 250000 | 226182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/16/36  | 605000 | 658730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 *(a)* | 200000 | 162568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 *(a)* | 100000 | 104556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 *(a)* | 230000 | 206492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 *(a)* | 195000 | 189809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 *(a)* | 150000 | 136883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 *(a)* | 250000 | 222547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 *(a)* | 200000 | 169168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 *(a)* | 300000 | 279807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 *(a)* | 200000 | 146930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 *(a)* | 250000 | 191050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 *(a)* | 250000 | 157557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 *(a)* | 150000 | 101966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 *(a)* | 300000 | 238764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 *(a)* | 150000 | 115184 |
| **The Rockefeller Foundation** | **The Rockefeller Foundation** | **The Rockefeller Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 10/01/50 *(a)* | 150000 | &nbsp;&nbsp; 98519 |
| **The TJX Cos., Inc.** | **The TJX Cos., Inc.** | **The TJX Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/26 *(a)* | 200000 | 185808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 *(a)* | 150000 | 126210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 *(a)* | 100000 | &nbsp;&nbsp; 94774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 05/15/31 *(a)* | 100000 | &nbsp;&nbsp; 78745 |
| **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 *(a)* | 200000 | 180714 |
| **Toyota Motor Corp.** | **Toyota Motor Corp.** | **Toyota Motor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.68%, 03/25/24 *(a)* | 250000 | 236915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 07/02/24  | 100000 | &nbsp;&nbsp; 96518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.34%, 03/25/26 *(a)* | 200000 | 180718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/20/28  | 150000 | 143909 |
| **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 01/08/24  | 150000 | 147782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 01/11/24  | 250000 | 238502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/22/24  | 250000 | 243017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 04/17/24  | 200000 | 194990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/18/24  | 100000 | &nbsp;&nbsp; 93683 |

---

**28** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/13/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/07/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/13/25  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/13/25  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 377128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/25  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 289197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/30/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 246132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 10/16/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 224777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 01/09/26  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 134106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 06/18/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 222405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/11/27  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/22/27  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 282201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 08/13/27  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 385753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/08/29  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/13/30  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/30  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/12/31  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 240009 |
| **Tractor Supply Co.** | **Tractor Supply Co.** | **Tractor Supply Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 *(a)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97531 |
| **VF Corp.** | **VF Corp.** | **VF Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/23/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 235135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/23/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 168114 |
| **VICI Properties LP** | **VICI Properties LP** | **VICI Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 238862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 135999 |
| **Walgreens Boots Alliance, Inc.** | **Walgreens Boots Alliance, Inc.** | **Walgreens Boots Alliance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/18/24 *(a)* | 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 225846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 287586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/18/44 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 215492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/50 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 113069 |
| **Walmart, Inc.** | **Walmart, Inc.** | **Walmart, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/22/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 245950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 07/08/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 243915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/26/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 246990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/09/25  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 296691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/08/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 09/17/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 293913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 173474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/24/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 206575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/09/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/35  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 267647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/37  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 181621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 04/15/38  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 115816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/40  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 110143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/25/40  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 154617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/41  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 111369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/22/44 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 456210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 113175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 178782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195948 |
|  |  | **68313805** |
| ***Consumer Non-Cyclical 3.6%***  | ***Consumer Non-Cyclical 3.6%***  | ***Consumer Non-Cyclical 3.6%***  |
| **Abbott Laboratories** | **Abbott Laboratories** | **Abbott Laboratories** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 242430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/30/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 01/30/28 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 121259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 353930 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/30/37  | &nbsp;&nbsp;&nbsp; 150000 | 171289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/27/40  | &nbsp;&nbsp;&nbsp; 100000 | 104080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 147648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 *(a)* | &nbsp;&nbsp;&nbsp; 426000 | 428326 |
| **AbbVie, Inc.** | **AbbVie, Inc.** | **AbbVie, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 147966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/21/24 *(a)* | &nbsp;&nbsp;&nbsp; 675000 | 646717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | 587634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/14/25 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | 584502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/14/26 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | 333119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | 655599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 292884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 *(a)* | &nbsp;&nbsp;&nbsp; 800000 | 731184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | 333301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | 379212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 231957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | 612479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 91138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/06/42  | &nbsp;&nbsp;&nbsp; 450000 | 403312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 140679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 *(a)* | &nbsp;&nbsp;&nbsp; 111000 | 103343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | 414148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 176486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 282546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 *(a)* | 1000000 | 860000 |
| **Adventist Health System** | **Adventist Health System** | **Adventist Health System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 72573 |
| **Advocate Health & Hospitals Corp.** | **Advocate Health & Hospitals Corp.** | **Advocate Health & Hospitals Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 08/15/28 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 130478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 73714 |
| **Agilent Technologies, Inc.** | **Agilent Technologies, Inc.** | **Agilent Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 131645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 82014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 164280 |
| **Ahold Finance USA LLC** | **Ahold Finance USA LLC** | **Ahold Finance USA LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/01/29  | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp; 79951 |
| **AHS Hospital Corp.** | **AHS Hospital Corp.** | **AHS Hospital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/01/45  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 07/01/51 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 64215 |
| **Allina Health System** | **Allina Health System** | **Allina Health System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 04/15/49  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 81834 |
| **Altria Group, Inc.** | **Altria Group, Inc.** | **Altria Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/24  | &nbsp;&nbsp;&nbsp; 200000 | 198108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 05/06/25 *(a)* | &nbsp;&nbsp;&nbsp; 170000 | 160094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/14/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 196882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/16/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 92030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 288666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 129704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 228198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 279237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 204306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/09/42  | &nbsp;&nbsp;&nbsp; 200000 | 150728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/02/43  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 76402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/31/44  | &nbsp;&nbsp;&nbsp; 345000 | 301509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 136546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/49 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | 357476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp; 35991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 162817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/04/61 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 134702 |
| **AmerisourceBergen Corp.** | **AmerisourceBergen Corp.** | **AmerisourceBergen Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 97955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 96611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 93900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 85397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 167100 |

---

**29**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 84132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 84917 |
| **Amgen, Inc.** | **Amgen, Inc.** | **Amgen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/22/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 246145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/21/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 242065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/19/26 *(a)* | &nbsp;&nbsp;&nbsp; 130000 | &nbsp;&nbsp;&nbsp; 121143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 273153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 141534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 255174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 286032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 171764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 *(a)* | &nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp; 271339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 239403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 178934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/01/39  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 54507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 306536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 143736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/41  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 388885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 222250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 291844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 625000 | &nbsp;&nbsp;&nbsp; 563281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 200028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 165482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 *(a)* | &nbsp;&nbsp;&nbsp; 219000 | &nbsp;&nbsp;&nbsp; 136122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 206280 |
| **Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 582798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 *(a)* | &nbsp;&nbsp;&nbsp; 855000 | &nbsp;&nbsp;&nbsp; 822672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 *(a)* | 1600000 | 1500784 |
| **Anheuser-Busch InBev Finance, Inc.** | **Anheuser-Busch InBev Finance, Inc.** | **Anheuser-Busch InBev Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 143565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/17/43  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 86410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/01/44  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 183638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 187954 |
| **Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch InBev Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/13/28 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 436369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 *(a)* | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; 750615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 277086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 101848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 230655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.20%, 01/15/39  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 321070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 306798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/39  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 187957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/40 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 226817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/42  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 192240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/42  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 83266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 365300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 308269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 615720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 363832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 275187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 369624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/60 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 180452 |
| **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/11/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 186334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 182694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 130778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/15/35  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 104395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 03/26/42  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 41980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 68890 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Ascension Health** | **Ascension Health** | **Ascension Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 11/15/39 *(a)* | 100000 | &nbsp;&nbsp; 77509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/15/46  | 250000 | 210947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/53  | 100000 | &nbsp;&nbsp; 96214 |
| **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 05/28/24 *(a)* | 300000 | 282468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 05/28/26 *(a)* | 250000 | 223712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 *(a)* | 250000 | 217812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 *(a)* | 150000 | 126294 |
| **AstraZeneca PLC** | **AstraZeneca PLC** | **AstraZeneca PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/16/25  | 300000 | 290721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 04/08/26 *(a)* | 200000 | 177326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 *(a)* | 100000 | &nbsp;&nbsp; 95060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 *(a)* | 250000 | 243202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 *(a)* | 250000 | 200545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/37  | 380000 | 433664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/18/42  | 250000 | 222457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/16/45  | 100000 | &nbsp;&nbsp; 92326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 *(a)* | 150000 | 138332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 30502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 *(a)* | 100000 | &nbsp;&nbsp; 72794 |
| **Banner Health** | **Banner Health** | **Banner Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/01/30 *(a)* | 100000 | &nbsp;&nbsp; 84518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/01/31 *(a)* | 100000 | &nbsp;&nbsp; 80256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 01/01/50 *(a)* | 100000 | &nbsp;&nbsp; 71171 |
| **Baptist Healthcare System Obligated Group** | **Baptist Healthcare System Obligated Group** | **Baptist Healthcare System Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 20B<br> 3.54%, 08/15/50 *(a)*<br>| 150000 | 110094 |
| **BAT Capital Corp.** | **BAT Capital Corp.** | **BAT Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 08/15/24 *(a)* | 400000 | 385868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.79%, 09/06/24 *(a)* | 150000 | 143523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 09/06/26 *(a)* | 200000 | 185752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 *(a)* | 150000 | 144990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 *(a)* | 600000 | 547632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 *(a)* | 350000 | 293692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 *(a)* | 100000 | &nbsp;&nbsp; 86376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 69697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 *(a)* | 250000 | 198047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 *(a)* | 200000 | 180310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 *(a)* | 450000 | 356445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 *(a)* | 150000 | 105767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 *(a)* | 400000 | 290564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 *(a)* | 150000 | 112866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 *(a)* | 100000 | &nbsp;&nbsp; 81331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 09/25/50 *(a)* | 200000 | 136358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 *(a)* | 125000 | 105650 |
| **BAT International Finance PLC** | **BAT International Finance PLC** | **BAT International Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 03/25/26 *(a)* | 250000 | 221742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 *(a)* | 100000 | &nbsp;&nbsp; 93236 |
| **Baxalta, Inc.** | **Baxalta, Inc.** | **Baxalta, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/23/25 *(a)* | 150000 | 147633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/23/45 *(a)* | &nbsp;&nbsp; 99000 | &nbsp;&nbsp; 95431 |
| **Baxter International, Inc.** | **Baxter International, Inc.** | **Baxter International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.87%, 12/01/23  | 150000 | 144106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 11/29/24  | 100000 | &nbsp;&nbsp; 93131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/26 *(a)* | 129000 | 118939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 *(a)* | 300000 | 267501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 *(a)* | 250000 | 216177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 *(a)* | 100000 | &nbsp;&nbsp; 92725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 *(a)* | 150000 | 115839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 *(a)* | 250000 | 202057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 *(a)* | &nbsp;&nbsp; 85000 | &nbsp;&nbsp; 63109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/51 *(a)* | 150000 | 101459 |
| **BayCare Health System, Inc.** | **BayCare Health System, Inc.** | **BayCare Health System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br> 3.83%, 11/15/50 *(a)*<br>| 100000 | &nbsp;&nbsp; 81889 |

---

**30** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Baylor Scott & White Holdings** | **Baylor Scott & White Holdings** | **Baylor Scott & White Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.78%, 11/15/30 *(a)* | 100000 | &nbsp;&nbsp; 79280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 11/15/45 *(a)* | 100000 | &nbsp;&nbsp; 86612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 11/15/50 *(a)* | 200000 | 134556 |
| **Becton Dickinson & Co.** | **Becton Dickinson & Co.** | **Becton Dickinson & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 06/06/24 *(a)* | 191000 | 186603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 12/15/24 *(a)* | 102000 | &nbsp;&nbsp; 99603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 *(a)* | 298000 | 285097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 *(a)* | 200000 | 174342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 *(a)* | 200000 | 161102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 *(a)* | 250000 | 229432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 *(a)* | 200000 | 182390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 *(a)* | 150000 | 118737 |
| **Biogen, Inc.** | **Biogen, Inc.** | **Biogen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/25 *(a)* | 300000 | 292512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 *(a)* | 300000 | 247905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 *(a)* | 300000 | 206364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 *(a)* | 292000 | 204058 |
| **Bio-Rad Laboratories, Inc.** | **Bio-Rad Laboratories, Inc.** | **Bio-Rad Laboratories, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/32 *(a)* | 150000 | 130350 |
| **Bon Secours Mercy Health, Inc.** | **Bon Secours Mercy Health, Inc.** | **Bon Secours Mercy Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/01/31 *(a)* | 100000 | &nbsp;&nbsp; 79791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.21%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp; 69362 |
| **Boston Scientific Corp.** | **Boston Scientific Corp.** | **Boston Scientific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/01/25 *(a)* | 200000 | 187224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 *(a)* | 150000 | 136653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 *(a)* | 300000 | 276822 |
| **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/26/24 *(a)* | 300000 | 291954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/25 *(a)* | &nbsp;&nbsp; 91000 | &nbsp;&nbsp; 88901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/13/25 *(a)* | 150000 | 135261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/26 *(a)* | 350000 | 336588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/27/27  | 150000 | 144718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 11/13/27 *(a)* | 250000 | 214125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/20/28 *(a)* | 300000 | 292065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 *(a)* | 500000 | 468805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 *(a)* | 150000 | 119916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 *(a)* | 350000 | 310884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 *(a)* | 400000 | 365384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 *(a)* | 150000 | 105944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 *(a)* | 250000 | 208712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/42  | 100000 | &nbsp;&nbsp; 79022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 *(a)* | 150000 | 142247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 *(a)* | 100000 | &nbsp;&nbsp; 99316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 *(a)* | 250000 | 227217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 *(a)* | 150000 | 139686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 *(a)* | 700000 | 624610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 *(a)* | 200000 | 132152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 *(a)* | 350000 | 285904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 *(a)* | 150000 | 121923 |
| **Brown-Forman Corp.** | **Brown-Forman Corp.** | **Brown-Forman Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 *(a)* | 150000 | 134489 |
| **Brunswick Corp.** | **Brunswick Corp.** | **Brunswick Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 08/18/24 *(a)* | 100000 | &nbsp;&nbsp; 92202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 *(a)* | 150000 | 110375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/01/52 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 53916 |
| **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/17/25 *(a)* | 100000 | &nbsp;&nbsp; 91504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/26 *(a)* | 150000 | 140778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 *(a)* | 150000 | 140987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 *(a)* | 150000 | 124676 |
| **Campbell Soup Co.** | **Campbell Soup Co.** | **Campbell Soup Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/25 *(a)* | 100000 | &nbsp;&nbsp; 98137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/19/25 *(a)* | 150000 | 145074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 *(a)* | 150000 | 145495 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp; 90939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 *(a)* | 200000 | 139852 |
| **Cardinal Health, Inc.** | **Cardinal Health, Inc.** | **Cardinal Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 06/15/24 *(a)* | 200000 | 194118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/25 *(a)* | 130000 | 125887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 *(a)* | 250000 | 235110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 *(a)* | 100000 | &nbsp;&nbsp; 81607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 *(a)* | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 70150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 *(a)* | 100000 | &nbsp;&nbsp; 80382 |
| **Catholic Health Services of Long Island Obligated Group** | **Catholic Health Services of Long Island Obligated Group** | **Catholic Health Services of Long Island Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 07/01/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 33179 |
| **Children's Health System of Texas** | **Children's Health System of Texas** | **Children's Health System of Texas** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 08/15/50 *(a)* | 150000 | &nbsp;&nbsp; 91532 |
| **Children's Hospital** | **Children's Hospital** | **Children's Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 07/15/50 *(a)* | 100000 | &nbsp;&nbsp; 64447 |
| **Children's Hospital Medical Center** | **Children's Hospital Medical Center** | **Children's Hospital Medical Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 05/15/44  | 100000 | &nbsp;&nbsp; 87625 |
| **Church & Dwight Co., Inc.** | **Church & Dwight Co., Inc.** | **Church & Dwight Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 *(a)* | 100000 | &nbsp;&nbsp; 94243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 *(a)* | 100000 | &nbsp;&nbsp; 80451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 *(a)* | 100000 | &nbsp;&nbsp; 95396 |
| **Cigna Corp.** | **Cigna Corp.** | **Cigna Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.61%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 94640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/24 *(a)* | 145000 | 141987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/25 *(a)* | 200000 | 193608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/25 *(a)* | 250000 | 245487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/25/26 *(a)* | 194000 | 193709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 03/15/26 *(a)* | 200000 | 179496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 *(a)* | 142000 | 134355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 *(a)* | 145000 | 134305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 *(a)* | 660000 | 643916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 *(a)* | 250000 | 212540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 *(a)* | 250000 | 207372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 *(a)* | 330000 | 312837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 *(a)* | 150000 | 116693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/41  | 100000 | 107094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 *(a)* | 270000 | 246931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 *(a)* | 145000 | 115091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 *(a)* | 450000 | 416745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 *(a)* | 200000 | 145964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 *(a)* | 300000 | 219414 |
| **City of Hope** | **City of Hope** | **City of Hope** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 11/15/43  | 100000 | &nbsp;&nbsp; 99541 |
| **Coca-Cola Consolidated, Inc.** | **Coca-Cola Consolidated, Inc.** | **Coca-Cola Consolidated, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/25/25 *(a)* | 100000 | &nbsp;&nbsp; 97364 |
| **Coca-Cola Femsa S.A.B. de CV** | **Coca-Cola Femsa S.A.B. de CV** | **Coca-Cola Femsa S.A.B. de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 *(a)* | 200000 | 176704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 *(a)* | 100000 | &nbsp;&nbsp; 77456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/26/43  | 150000 | 144357 |
| **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/24  | 100000 | &nbsp;&nbsp; 98572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 *(a)* | 200000 | 192388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/45  | 100000 | &nbsp;&nbsp; 91436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 *(a)* | 100000 | &nbsp;&nbsp; 87769 |
| **CommonSpirit Health** | **CommonSpirit Health** | **CommonSpirit Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 10/01/24 *(a)* | 100000 | &nbsp;&nbsp; 95789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 10/01/25 *(a)* | 125000 | 112574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 *(a)* | 150000 | 131643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/01/42  | 150000 | 125784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 *(a)* | 150000 | 112637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 *(a)* | 200000 | 155212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 *(a)* | 100000 | &nbsp;&nbsp; 74030 |
| **Community Health Network, Inc.** | **Community Health Network, Inc.** | **Community Health Network, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 *(a)* | 150000 | &nbsp;&nbsp; 96522 |

---

**31**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Conagra Brands, Inc.** | **Conagra Brands, Inc.** | **Conagra Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 197634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 148563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 208742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 244560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 240402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 191252 |
| **Constellation Brands, Inc.** | **Constellation Brands, Inc.** | **Constellation Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/24  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 149451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 99027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/01/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 100273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 240212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 44454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 345668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/09/32 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 145296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 129014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 143622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 115599 |
| **Cottage Health Obligated Group** | **Cottage Health Obligated Group** | **Cottage Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 71881 |
| **CVS Health Corp.** | **CVS Health Corp.** | **CVS Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/12/24 *(a)* | &nbsp;&nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 224885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 145065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 198094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/20/25 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 491655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 187690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 188200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 143951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 343548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 *(a)* | &nbsp;&nbsp;&nbsp; 945000 | &nbsp;&nbsp;&nbsp; 919116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 271554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 277728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 199582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 199840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 160918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 192042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 *(a)* | &nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; 741928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/39  | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 52754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 168762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 140632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 561402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 *(a)* | 1300000 | 1205568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 123860 |
| **Danaher Corp.** | **Danaher Corp.** | **Danaher Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/25 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 48615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 90400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 133464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 138002 |
| **DENTSPLY SIRONA, Inc.** | **DENTSPLY SIRONA, Inc.** | **DENTSPLY SIRONA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 125043 |
| **DH Europe Finance II Sarl** | **DH Europe Finance II Sarl** | **DH Europe Finance II Sarl** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 88562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 121940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 115982 |
| **Diageo Capital PLC** | **Diageo Capital PLC** | **Diageo Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/24/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 190422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/29/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 183396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 192162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 172024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 208077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 161654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 84552 |
| **Diageo Investment Corp.** | **Diageo Investment Corp.** | **Diageo Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/11/42  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 134216 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Dignity Health** | **Dignity Health** | **Dignity Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/42  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 11/01/64  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43516 |
| **Duke University Health System, Inc.** | **Duke University Health System, Inc.** | **Duke University Health System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 06/01/47 *(a)* | 150000 | 125288 |
| **Edwards Lifesciences Corp.** | **Edwards Lifesciences Corp.** | **Edwards Lifesciences Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 *(a)* | 100000 | &nbsp;&nbsp; 96688 |
| **Eli Lilly & Co.** | **Eli Lilly & Co.** | **Eli Lilly & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 95950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 *(a)* | 100000 | &nbsp;&nbsp; 95182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 *(a)* | 200000 | 190068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 *(a)* | 100000 | &nbsp;&nbsp; 87312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 *(a)* | 200000 | 181700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 *(a)* | 200000 | 130820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 *(a)* | 150000 | 134859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 *(a)* | 100000 | &nbsp;&nbsp; 64250 |
| **Flowers Foods, Inc.** | **Flowers Foods, Inc.** | **Flowers Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 81153 |
| **Fomento Economico Mexicano S.A.B. de CV** | **Fomento Economico Mexicano S.A.B. de CV** | **Fomento Economico Mexicano S.A.B. de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/10/43  | 200000 | 167334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/16/50 *(a)* | 300000 | 213369 |
| **Franciscan Missionaries of Our Lady Health System, Inc.** | **Franciscan Missionaries of Our Lady Health System, Inc.** | **Franciscan Missionaries of Our Lady Health System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 07/01/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 39078 |
| **GE Healthcare Holding LLC** | **GE Healthcare Holding LLC** | **GE Healthcare Holding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/25 *(a)(c)* | 300000 | 303102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 *(a)(c)* | 300000 | 307194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 *(a)(c)* | 200000 | 207506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 *(a)(c)* | 300000 | 315313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/22/52 *(a)(c)* | 200000 | 222656 |
| **General Mills, Inc.** | **General Mills, Inc.** | **General Mills, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/17/25 *(a)* | 300000 | 296115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 *(a)* | 375000 | 368891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 *(a)* | 150000 | 131933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/40  | 150000 | 150855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 *(a)* | 150000 | 104246 |
| **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 *(a)* | 400000 | 390712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/26 *(a)* | 550000 | 533868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 *(a)* | 200000 | 187276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 *(a)* | 150000 | 127971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 *(a)* | 200000 | 161344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 *(a)* | 200000 | 194658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 *(a)* | 100000 | &nbsp;&nbsp; 89852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 *(a)* | 100000 | &nbsp;&nbsp; 71810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 *(a)* | 224000 | 232852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 *(a)* | 300000 | 283287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 *(a)* | 350000 | 316963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 *(a)* | 370000 | 340888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 *(a)* | 300000 | 253851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 *(a)* | 250000 | 165470 |
| **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/24 *(a)* | 200000 | 195468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 *(a)* | 200000 | 186944 |
| **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/25  | 150000 | 147366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/28  | 400000 | 387772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/15/38  | 363000 | 416742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/18/43  | 100000 | &nbsp;&nbsp; 89598 |
| **GSK Consumer Healthcare Capital US LLC** | **GSK Consumer Healthcare Capital US LLC** | **GSK Consumer Healthcare Capital US LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 *(a)* | 400000 | 374188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 *(a)* | 250000 | 227302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 *(a)* | 400000 | 353688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/24/52 *(a)* | 250000 | 201380 |

---

**32** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Hackensack Meridian Health, Inc.** | **Hackensack Meridian Health, Inc.** | **Hackensack Meridian Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 09/01/41 *(a)* | 200000 | 140128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/01/50 *(a)* | 100000 | &nbsp;&nbsp; 66270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/57 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43545 |
| **Hartford HealthCare Corp.** | **Hartford HealthCare Corp.** | **Hartford HealthCare Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/01/54  | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 54374 |
| **Hasbro, Inc.** | **Hasbro, Inc.** | **Hasbro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/19/24 *(a)* | 100000 | &nbsp;&nbsp; 96225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/19/26 *(a)* | 150000 | 141558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 *(a)* | 100000 | &nbsp;&nbsp; 90238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/15/40  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42738 |
| **HCA, Inc.** | **HCA, Inc.** | **HCA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/24  | 400000 | 398568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/25  | 500000 | 499450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/25  | 300000 | 300243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/26 *(a)* | 250000 | 252180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/26 *(a)* | 150000 | 149028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/01/26 *(a)* | 200000 | 199406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 *(a)* | 200000 | 192602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 *(a)(c)* | 100000 | &nbsp;&nbsp; 91102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 *(a)* | 250000 | 250115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 *(a)* | 200000 | 202074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 *(a)(c)* | 100000 | &nbsp;&nbsp; 88306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 *(a)* | 350000 | 321415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 *(a)* | 400000 | 347220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 *(a)* | 200000 | 157566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 *(a)(c)* | 400000 | 343352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 *(a)* | 150000 | 134531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 *(a)(c)* | 100000 | &nbsp;&nbsp; 81565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 *(a)* | 200000 | 181728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 *(a)* | 350000 | 308329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 *(a)* | 300000 | 202311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 *(a)(c)* | 350000 | 282065 |
| **Hormel Foods Corp.** | **Hormel Foods Corp.** | **Hormel Foods Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 06/03/24 *(a)* | 150000 | 141141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 *(a)* | 150000 | 130160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 *(a)* | 150000 | 123096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 *(a)* | 150000 | 106739 |
| **IHC Health Services, Inc.** | **IHC Health Services, Inc.** | **IHC Health Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/48 *(a)* | 150000 | 129648 |
| **Illumina, Inc.** | **Illumina, Inc.** | **Illumina, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 *(a)* | 150000 | 119322 |
| **Indiana University Health, Inc. Obligated Group** | **Indiana University Health, Inc. Obligated Group** | **Indiana University Health, Inc. Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 11/01/48 *(a)* | &nbsp;&nbsp; 55000 | &nbsp;&nbsp; 45356 |
| **Ingredion, Inc.** | **Ingredion, Inc.** | **Ingredion, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 *(a)* | 150000 | 128762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp; 76231 |
| **Integris Baptist Medical Center, Inc.** | **Integris Baptist Medical Center, Inc.** | **Integris Baptist Medical Center, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/50 *(a)* | 100000 | &nbsp;&nbsp; 75114 |
| **JBS USA LUX S.A.** | **JBS USA LUX S.A.** | **JBS USA LUX S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 *(a)(c)* | 250000 | 220860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/30 *(a)(c)* | 250000 | 240530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/32 *(a)(c)* | 200000 | 166366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 *(a)(c)* | 250000 | 197142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 *(a)(c)* | 300000 | 291225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 *(a)(c)* | 150000 | 110351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 *(a)(c)* | 200000 | 196342 |
| **Johnson & Johnson** | **Johnson & Johnson** | **Johnson & Johnson** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/05/23  | 200000 | 198916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 09/01/25 *(a)* | 300000 | 272859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/26 *(a)* | 250000 | 237377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 *(a)* | 100000 | &nbsp;&nbsp; 95593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 *(a)* | 400000 | 348572 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 *(a)* | 200000 | 189564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 *(a)* | 400000 | 328384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 *(a)* | 150000 | 150595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 *(a)* | 100000 | &nbsp;&nbsp; 90724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 *(a)* | 200000 | 181208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 *(a)* | 150000 | 130182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/15/38  | 200000 | 223100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 *(a)* | 250000 | 176947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/40  | 150000 | 146107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 *(a)* | 430000 | 371215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 *(a)* | 200000 | 173116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 *(a)* | 150000 | 125358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 *(a)* | 200000 | 130946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 *(a)* | 250000 | 161602 |
| **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 *(a)* | 100000 | &nbsp;&nbsp; 94334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.81%, 06/01/41 *(a)* | 250000 | 184575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/42  | 150000 | 144573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 *(a)* | 250000 | 218205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 11/01/49 *(a)* | 150000 | 109977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/51 *(a)* | 250000 | 175000 |
| **Kellogg Co.** | **Kellogg Co.** | **Kellogg Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/01/23  | 200000 | 195590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 *(a)* | 100000 | &nbsp;&nbsp; 98522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 *(a)* | 150000 | 122550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 04/01/31  | 100000 | 114470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/46  | 100000 | &nbsp;&nbsp; 87780 |
| **Keurig Dr Pepper, Inc.** | **Keurig Dr Pepper, Inc.** | **Keurig Dr Pepper, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/15/23 *(a)* | 250000 | 245225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 94588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 05/25/25 *(a)* | 150000 | 149740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 09/15/26 *(a)* | 100000 | &nbsp;&nbsp; 92001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 *(a)* | 300000 | 299124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 *(a)* | 200000 | 176338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 81132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 *(a)* | 200000 | 184318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 *(a)* | 150000 | 130286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 *(a)* | 150000 | 126584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 *(a)* | 150000 | 114983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 *(a)* | 200000 | 170258 |
| **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/26  | 150000 | 142514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 *(a)* | 200000 | 194430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 *(a)* | 100000 | &nbsp;&nbsp; 92118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 *(a)* | 250000 | 226145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/02/31 *(a)* | 150000 | 122469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 *(a)* | 100000 | &nbsp;&nbsp; 73969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 *(a)* | 100000 | &nbsp;&nbsp; 84188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 *(a)* | 100000 | &nbsp;&nbsp; 70886 |
| **Koninklijke Ahold Delhaize N.V.** | **Koninklijke Ahold Delhaize N.V.** | **Koninklijke Ahold Delhaize N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 10/01/40  | &nbsp;&nbsp; 38000 | &nbsp;&nbsp; 38850 |
| **Koninklijke Philips N.V.** | **Koninklijke Philips N.V.** | **Koninklijke Philips N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/11/38  | 150000 | 161799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/42  | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 84202 |
| **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/26 *(a)* | 450000 | 423760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 *(a)* | 250000 | 241310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 *(a)* | 200000 | 190258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/09/40  | 250000 | 271970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/04/42  | 200000 | 188080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 *(a)* | 450000 | 425434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 *(a)* | 450000 | 379714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 *(a)* | 200000 | 180722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 *(a)* | 200000 | 199668 |

---

**33**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/24 *(a)* | 100000 | &nbsp;&nbsp; 96523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp; 94624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/25 *(a)* | 150000 | 145561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 *(a)* | 150000 | 142929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 *(a)* | 100000 | &nbsp;&nbsp; 87304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 *(a)* | 150000 | 126048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 *(a)* | 150000 | 132975 |
| **Mass General Brigham, Inc.** | **Mass General Brigham, Inc.** | **Mass General Brigham, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 07/01/48 *(a)* | 100000 | &nbsp;&nbsp; 79468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 07/01/55  | 100000 | &nbsp;&nbsp; 81231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 07/01/60 *(a)* | 100000 | &nbsp;&nbsp; 67134 |
| **Mayo Clinic** | **Mayo Clinic** | **Mayo Clinic** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47  | 100000 | &nbsp;&nbsp; 85638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/61 *(a)* | 150000 | 100269 |
| **McCormick & Co., Inc.** | **McCormick & Co., Inc.** | **McCormick & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/24 *(a)* | 150000 | 145444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 02/15/26 *(a)* | 200000 | 175906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 *(a)* | 150000 | 141177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 *(a)* | 100000 | &nbsp;&nbsp; 78065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41466 |
| **McKesson Corp.** | **McKesson Corp.** | **McKesson Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 12/03/25 *(a)* | 200000 | 178344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 *(a)* | 100000 | &nbsp;&nbsp; 95095 |
| **McLaren Health Care Corp.** | **McLaren Health Care Corp.** | **McLaren Health Care Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A<br> 4.39%, 05/15/48 *(a)*<br>| 100000 | &nbsp;&nbsp; 85827 |
| **Mead Johnson Nutrition Co.** | **Mead Johnson Nutrition Co.** | **Mead Johnson Nutrition Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/25 *(a)* | 150000 | 147862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/01/39  | 150000 | 157170 |
| **Medtronic, Inc.** | **Medtronic, Inc.** | **Medtronic, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/35  | 400000 | 386552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/45  | 325000 | 311925 |
| **Memorial Sloan-Kettering Cancer Center** | **Memorial Sloan-Kettering Cancer Center** | **Memorial Sloan-Kettering Cancer Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/42  | 100000 | &nbsp;&nbsp; 99732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/01/55  | 190000 | 159589 |
| **Merck & Co., Inc.** | **Merck & Co., Inc.** | **Merck & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/07/24 *(a)* | 150000 | 147015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/10/25 *(a)* | 380000 | 366400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/24/26 *(a)* | 250000 | 224200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 *(a)* | 300000 | 268908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 *(a)* | 200000 | 174192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 *(a)* | 350000 | 330067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 *(a)* | 250000 | 202842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 *(a)* | 400000 | 332756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/37  | 100000 | 116969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 *(a)* | 100000 | &nbsp;&nbsp; 89648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 *(a)* | 100000 | &nbsp;&nbsp; 71613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 *(a)* | 100000 | &nbsp;&nbsp; 84369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/18/43  | 200000 | 182464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 *(a)* | 400000 | 337540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 *(a)* | 300000 | 265836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 *(a)* | 250000 | 165632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 *(a)* | 400000 | 278640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 *(a)* | 200000 | 133810 |
| **Molson Coors Beverage Co.** | **Molson Coors Beverage Co.** | **Molson Coors Beverage Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/26 *(a)* | 350000 | 328947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/42  | 200000 | 180884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 *(a)* | 330000 | 265977 |
| **Mondelez International, Inc.** | **Mondelez International, Inc.** | **Mondelez International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/04/25 *(a)* | 175000 | 162820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 *(a)* | 150000 | 136914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 *(a)* | 150000 | 130386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 *(a)* | 150000 | 116697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/17/32 *(a)* | 150000 | 129635 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/32 *(a)* | 150000 | 115754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/04/50 *(a)* | 250000 | 161375 |
| **Montefiore Obligated Group** | **Montefiore Obligated Group** | **Montefiore Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 09/01/50  | 100000 | &nbsp;&nbsp; 62075 |
| **Mount Sinai Hospitals Group, Inc.** | **Mount Sinai Hospitals Group, Inc.** | **Mount Sinai Hospitals Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 07/01/49 *(a)* | 100000 | &nbsp;&nbsp; 75183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 07/01/50 *(a)* | 150000 | 101844 |
| **MultiCare Health System** | **MultiCare Health System** | **MultiCare Health System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/50 *(a)* | 100000 | &nbsp;&nbsp; 60689 |
| **Mylan, Inc.** | **Mylan, Inc.** | **Mylan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 *(a)* | 150000 | 142175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 *(a)* | 100000 | &nbsp;&nbsp; 80687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 *(a)* | 100000 | &nbsp;&nbsp; 77763 |
| **Northwell Healthcare, Inc.** | **Northwell Healthcare, Inc.** | **Northwell Healthcare, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 11/01/46 *(a)* | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 35081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 *(a)* | 150000 | 120527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 *(a)* | 100000 | &nbsp;&nbsp; 72387 |
| **Novant Health, Inc.** | **Novant Health, Inc.** | **Novant Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 *(a)* | 100000 | &nbsp;&nbsp; 75785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 *(a)* | 100000 | &nbsp;&nbsp; 71626 |
| **Novartis Capital Corp.** | **Novartis Capital Corp.** | **Novartis Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/24  | 350000 | 344624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/14/25 *(a)* | 100000 | &nbsp;&nbsp; 94856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/25 *(a)* | 250000 | 241410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 *(a)* | 200000 | 183406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 *(a)* | 200000 | 191614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 *(a)* | 250000 | 215282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/21/42  | 100000 | &nbsp;&nbsp; 86246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/06/44  | 350000 | 333711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 *(a)* | 225000 | 204313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 *(a)* | 200000 | 142478 |
| **NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery** | **NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery** | **NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br> 2.67%, 10/01/50 *(a)*<br>| &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 31239 |
| **NYU Langone Hospitals** | **NYU Langone Hospitals** | **NYU Langone Hospitals** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 07/01/44  | 100000 | &nbsp;&nbsp; 89528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 07/01/47 *(a)* | 100000 | &nbsp;&nbsp; 84320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/01/55 *(a)* | 150000 | 104192 |
| **OhioHealth Corp.** | **OhioHealth Corp.** | **OhioHealth Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 *(a)* | 150000 | 121542 |
| **Orlando Health Obligated Group** | **Orlando Health Obligated Group** | **Orlando Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 40968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 *(a)* | 100000 | &nbsp;&nbsp; 70659 |
| **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 11/15/48 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 64158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 11/15/50 *(a)* | 100000 | &nbsp;&nbsp; 67654 |
| **PepsiCo, Inc.** | **PepsiCo, Inc.** | **PepsiCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/24 *(a)* | 150000 | 148194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/19/25 *(a)* | 300000 | 286812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/25 *(a)* | 150000 | 144223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/17/25 *(a)* | 150000 | 147187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/24/26 *(a)* | 100000 | &nbsp;&nbsp; 96136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/06/26 *(a)* | 250000 | 234757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 *(a)* | 150000 | 140210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 *(a)* | 250000 | 237257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 *(a)* | 250000 | 223920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 *(a)* | 350000 | 312077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 *(a)* | 200000 | 166234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 02/25/31 *(a)* | 200000 | 160572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 *(a)* | 250000 | 206117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 *(a)* | 150000 | 114143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/13/42  | 150000 | 128376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 *(a)* | 200000 | 195224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 *(a)* | 150000 | 124052 |

---

**34** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 *(a)* | 100000 | &nbsp;&nbsp; 89005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 *(a)* | 150000 | 122726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 *(a)* | 150000 | 111666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 *(a)* | 200000 | 170982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 *(a)* | 200000 | 180940 |
| **PerkinElmer, Inc.** | **PerkinElmer, Inc.** | **PerkinElmer, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 09/15/24 *(a)* | 150000 | 138312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 *(a)* | 200000 | 167076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 *(a)* | 150000 | 131864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 81667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 *(a)* | 150000 | 118946 |
| **Pfizer, Inc.** | **Pfizer, Inc.** | **Pfizer, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/24 *(a)* | 150000 | 147268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 05/28/25 *(a)* | 250000 | 230937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/03/26  | 300000 | 285876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/26  | 350000 | 335440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 *(a)* | 200000 | 193412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 *(a)* | 300000 | 284544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 *(a)* | 200000 | 178064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 *(a)* | 200000 | 166506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 *(a)* | 175000 | 143094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/36  | 150000 | 139799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 *(a)* | 150000 | 139478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 *(a)* | 200000 | 180808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 03/15/39  | 460000 | 568753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 *(a)* | 200000 | 149278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/15/40  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 53496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/43  | 100000 | &nbsp;&nbsp; 93711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/44  | 180000 | 171362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/46  | 100000 | &nbsp;&nbsp; 91222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 *(a)* | 200000 | 184614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 *(a)* | 250000 | 224947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 *(a)* | 200000 | 142640 |
| **Philip Morris International, Inc.** | **Philip Morris International, Inc.** | **Philip Morris International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/01/24 *(a)* | 150000 | 145752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/24  | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 77328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/01/25 *(a)* | 175000 | 162038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/11/25 *(a)* | 130000 | 124831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/25  | 400000 | 398520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/01/26 *(a)* | 150000 | 132179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 *(a)* | 300000 | 300792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 *(a)* | 100000 | &nbsp;&nbsp; 90912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 *(a)* | 150000 | 135071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 *(a)* | 150000 | 121881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 *(a)* | 150000 | 117708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 *(a)* | 300000 | 309126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/16/38  | 250000 | 260572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/41  | 200000 | 164434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/20/42  | 100000 | &nbsp;&nbsp; 83173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/21/42  | 100000 | &nbsp;&nbsp; 75904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/04/43  | 175000 | 140607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/43  | 100000 | &nbsp;&nbsp; 87285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/10/44  | 200000 | 158812 |
| **Piedmont Healthcare, Inc.** | **Piedmont Healthcare, Inc.** | **Piedmont Healthcare, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 01/01/42 *(a)* | 200000 | 138702 |
| **Pilgrim's Pride Corp.** | **Pilgrim's Pride Corp.** | **Pilgrim's Pride Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 *(a)(c)* | 150000 | 122280 |
| **Providence St Joseph Health Obligated Group** | **Providence St Joseph Health Obligated Group** | **Providence St Joseph Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 10/01/29 *(a)* | 200000 | 169834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.93%, 10/01/48 *(a)* | 100000 | &nbsp;&nbsp; 78802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/01/51 *(a)* | 150000 | &nbsp;&nbsp; 90335 |
| **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/30/25 *(a)* | 150000 | 145794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/26 *(a)* | 150000 | 144099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 *(a)* | 100000 | &nbsp;&nbsp; 96525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 *(a)* | 150000 | 130742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 *(a)* | 200000 | 169238 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Regeneron Pharmaceuticals, Inc.** | **Regeneron Pharmaceuticals, Inc.** | **Regeneron Pharmaceuticals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 *(a)* | 250000 | 196690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/15/50 *(a)* | 150000 | &nbsp;&nbsp; 96591 |
| **Reynolds American, Inc.** | **Reynolds American, Inc.** | **Reynolds American, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/12/25 *(a)* | 495000 | 486996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 *(a)* | 150000 | 138987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/37  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 52210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 09/15/43  | 100000 | &nbsp;&nbsp; 89905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 *(a)* | 350000 | 308035 |
| **Royalty Pharma PLC** | **Royalty Pharma PLC** | **Royalty Pharma PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 09/02/25 *(a)* | 250000 | 224255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 *(a)* | 200000 | 170428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 *(a)* | 200000 | 158680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 *(a)* | 150000 | 115752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 *(a)* | 200000 | 144562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 *(a)* | 150000 | 100497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 32430 |
| **Rush Obligated Group** | **Rush Obligated Group** | **Rush Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 11/15/29 *(a)* | 100000 | &nbsp;&nbsp; 91685 |
| **RWJ Barnabas Health, Inc.** | **RWJ Barnabas Health, Inc.** | **RWJ Barnabas Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 07/01/46 *(a)* | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 33024 |
| **Sanofi** | **Sanofi** | **Sanofi** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 *(a)* | 250000 | 240942 |
| **Sharp HealthCare** | **Sharp HealthCare** | **Sharp HealthCare** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 08/01/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 32019 |
| **Shire Acquisitions Investments Ireland DAC** | **Shire Acquisitions Investments Ireland DAC** | **Shire Acquisitions Investments Ireland DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/26 *(a)* | 635000 | 598792 |
| **Smith & Nephew PLC** | **Smith & Nephew PLC** | **Smith & Nephew PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 *(a)* | 250000 | 196462 |
| **Spectrum Health System Obligated Group** | **Spectrum Health System Obligated Group** | **Spectrum Health System Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 07/15/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 37860 |
| **Stanford Health Care** | **Stanford Health Care** | **Stanford Health Care** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 08/15/30 *(a)* | 100000 | &nbsp;&nbsp; 90183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/48 *(a)* | 150000 | 121248 |
| **STERIS Irish FinCo Unlimited Co.** | **STERIS Irish FinCo Unlimited Co.** | **STERIS Irish FinCo Unlimited Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 *(a)* | 150000 | 123441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/51 *(a)* | 150000 | 109989 |
| **Stryker Corp.** | **Stryker Corp.** | **Stryker Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 12/01/23 *(a)* | 100000 | &nbsp;&nbsp; 95535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/15/25 *(a)* | 200000 | 183526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/25 *(a)* | 150000 | 145287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/26 *(a)* | 150000 | 145318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/07/28 *(a)* | 150000 | 144064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 *(a)* | 250000 | 206690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 *(a)* | 100000 | &nbsp;&nbsp; 86137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 *(a)* | 150000 | 136478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 *(a)* | 200000 | 138738 |
| **Sutter Health** | **Sutter Health** | **Sutter Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 08/15/25 *(a)* | 100000 | &nbsp;&nbsp; 91090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 08/15/30 *(a)* | 100000 | &nbsp;&nbsp; 82565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 08/15/40 *(a)* | 100000 | &nbsp;&nbsp; 74509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 08/15/48 *(a)* | &nbsp;&nbsp; 65000 | &nbsp;&nbsp; 52701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 08/15/50 *(a)* | 150000 | 105671 |
| **Sysco Corp.** | **Sysco Corp.** | **Sysco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/15/26 *(a)* | 150000 | 142331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 150000 | 139790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 *(a)* | 200000 | 168536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 *(a)* | 200000 | 210386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 *(a)* | 150000 | 122387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 *(a)* | 100000 | &nbsp;&nbsp; 90665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 *(a)* | 150000 | 128754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp; 84723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/50 *(a)* | 100000 | &nbsp;&nbsp; 71288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 *(a)* | 150000 | 170086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 *(a)* | 150000 | 103092 |

---

**35**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Takeda Pharmaceutical Co., Ltd.** | **Takeda Pharmaceutical Co., Ltd.** | **Takeda Pharmaceutical Co., Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 *(a)* | 250000 | 249750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 *(a)* | 500000 | 412810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 *(a)* | 200000 | 150558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 *(a)* | 250000 | 175667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 *(a)* | 200000 | 138188 |
| **Texas Health Resources** | **Texas Health Resources** | **Texas Health Resources** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 11/15/50 *(a)* | 200000 | 116932 |
| **The Children's Hospital Corp.** | **The Children's Hospital Corp.** | **The Children's Hospital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 01/01/47 *(a)* | 100000 | &nbsp;&nbsp; 86636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 02/01/50 *(a)* | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 50001 |
| **The Children's Hospital of Philadelphia** | **The Children's Hospital of Philadelphia** | **The Children's Hospital of Philadelphia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/01/50 *(a)* | 100000 | &nbsp;&nbsp; 64751 |
| **The Cleveland Clinic Foundation** | **The Cleveland Clinic Foundation** | **The Cleveland Clinic Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/01/14  | 100000 | &nbsp;&nbsp; 88178 |
| **The Clorox Co.** | **The Clorox Co.** | **The Clorox Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 *(a)* | 150000 | 140162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 *(a)* | 100000 | &nbsp;&nbsp; 96345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 *(a)* | 200000 | 195402 |
| **The Coca-Cola Co.** | **The Coca-Cola Co.** | **The Coca-Cola Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/06/24  | 200000 | 192102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/25/27  | 200000 | 194096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/27  | 200000 | 178190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/05/28  | 200000 | 174516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/28  | 250000 | 212212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29  | 150000 | 130766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/25/30  | 200000 | 187196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/30  | 300000 | 248976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/05/31  | 125000 | 104606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31  | 250000 | 198087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/05/32  | 350000 | 295508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/01/40  | 200000 | 148548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/05/41  | 150000 | 117917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/25/50  | 100000 | &nbsp;&nbsp; 94535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 06/01/50  | 300000 | 208593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/05/51  | 250000 | 188427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/51  | 300000 | 201753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/60  | 200000 | 138136 |
| **The Estee Lauder Cos., Inc.** | **The Estee Lauder Cos., Inc.** | **The Estee Lauder Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 94770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 *(a)* | 100000 | &nbsp;&nbsp; 86322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 *(a)* | 150000 | 130668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/31 *(a)* | 150000 | 121809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/37  | &nbsp;&nbsp; 90000 | &nbsp;&nbsp; 98138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 *(a)* | 100000 | &nbsp;&nbsp; 89102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 *(a)* | 150000 | 109820 |
| **The Hershey Co.** | **The Hershey Co.** | **The Hershey Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 06/01/25 *(a)* | 150000 | 137420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 *(a)* | 100000 | &nbsp;&nbsp; 87138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 *(a)* | 100000 | &nbsp;&nbsp; 73384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp; 67992 |
| **The JM Smucker Co.** | **The JM Smucker Co.** | **The JM Smucker Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/25  | 237000 | 230362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 *(a)* | 100000 | &nbsp;&nbsp; 83702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 *(a)* | 250000 | 196430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/45  | 100000 | &nbsp;&nbsp; 83636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/50 *(a)* | 100000 | &nbsp;&nbsp; 69915 |
| **The Johns Hopkins Health System Corp.** | **The Johns Hopkins Health System Corp.** | **The Johns Hopkins Health System Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 05/15/46  | 150000 | 122192 |
| **The Kroger Co.** | **The Kroger Co.** | **The Kroger Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/26 *(a)* | 200000 | 192234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/15/26 *(a)* | 150000 | 138156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 *(a)* | 100000 | &nbsp;&nbsp; 95509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 *(a)* | 200000 | 194372 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 *(a)* | 200000 | 163868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 *(a)* | 100000 | &nbsp;&nbsp; 78015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 04/15/38  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 55555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 *(a)* | 100000 | &nbsp;&nbsp; 96989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 *(a)* | 100000 | &nbsp;&nbsp; 92379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 *(a)* | 100000 | &nbsp;&nbsp; 78495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 *(a)* | 200000 | 172788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 *(a)* | 150000 | 120207 |
| **The Methodist Hospital** | **The Methodist Hospital** | **The Methodist Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 12/01/50 *(a)* | 150000 | &nbsp;&nbsp; 96198 |
| **The New York & Presbyterian Hospital** | **The New York & Presbyterian Hospital** | **The New York & Presbyterian Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 *(a)* | 100000 | &nbsp;&nbsp; 68011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 08/01/45  | 150000 | 126504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 08/01/60 *(a)* | 100000 | &nbsp;&nbsp; 57927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/19 *(a)* | 100000 | &nbsp;&nbsp; 70219 |
| **The Procter & Gamble Co.** | **The Procter & Gamble Co.** | **The Procter & Gamble Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/29/25  | 125000 | 112501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/02/26  | 150000 | 143663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 04/23/26  | 250000 | 224937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/03/26  | 241000 | 226991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/27  | 200000 | 183616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/25/27  | 100000 | &nbsp;&nbsp; 94292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/11/27  | 150000 | 141773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/25/30  | 200000 | 184322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/29/30  | 150000 | 119565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 04/23/31  | 150000 | 127221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/32  | 200000 | 171770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/25/40  | 100000 | &nbsp;&nbsp; 87994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/25/47  | 100000 | &nbsp;&nbsp; 84306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/25/50  | 175000 | 150573 |
| **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.22%, 10/18/24 *(a)* | 500000 | 466450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 *(a)* | 100000 | &nbsp;&nbsp; 85639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 *(a)* | 150000 | 133602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/15/31 *(a)* | 250000 | 205612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 *(a)* | 200000 | 151276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 *(a)* | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 46310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 *(a)* | 150000 | 133547 |
| **Trinity Health Corp.** | **Trinity Health Corp.** | **Trinity Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/45  | 100000 | &nbsp;&nbsp; 85254 |
| **Tyson Foods, Inc.** | **Tyson Foods, Inc.** | **Tyson Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/24 *(a)* | 200000 | 196680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/26 *(a)* | 100000 | &nbsp;&nbsp; 97490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 *(a)* | 250000 | 236460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 *(a)* | 150000 | 145920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/15/34 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 *(a)* | 150000 | 143073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 *(a)* | 100000 | &nbsp;&nbsp; 88646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 *(a)* | 300000 | 285171 |
| **Unilever Capital Corp.** | **Unilever Capital Corp.** | **Unilever Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/05/24 *(a)* | 200000 | 194328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/22/25 *(a)* | 100000 | &nbsp;&nbsp; 97775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/28/26  | 250000 | 229615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 *(a)* | 250000 | 234855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 *(a)* | 250000 | 237942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 *(a)* | 150000 | 128607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 *(a)* | 100000 | &nbsp;&nbsp; 79018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 *(a)* | 150000 | 120108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/32  | 100000 | 109726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/12/51 *(a)* | 100000 | &nbsp;&nbsp; 67257 |
| **Universal Health Services, Inc.** | **Universal Health Services, Inc.** | **Universal Health Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 09/01/26 *(a)(c)* | 150000 | 128978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 *(a)(c)* | 225000 | 180981 |
| **Utah Acquisition Sub, Inc.** | **Utah Acquisition Sub, Inc.** | **Utah Acquisition Sub, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/26 *(a)* | 300000 | 281793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/46 *(a)* | 200000 | 156782 |

---

**36** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Viatris, Inc.** | **Viatris, Inc.** | **Viatris, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/22/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196329 |
| **West Virginia United Health System Obligated Group** | **West Virginia United Health System Obligated Group** | **West Virginia United Health System Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65860 |
| **Whirlpool Corp.** | **Whirlpool Corp.** | **Whirlpool Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/26/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79439 |
| **Willis-Knighton Medical Center** | **Willis-Knighton Medical Center** | **Willis-Knighton Medical Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 03/01/51 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97670 |
| **Wyeth LLC** | **Wyeth LLC** | **Wyeth LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/34  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/36  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/37  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439072 |
| **Yale-New Haven Health Services Corp.** | **Yale-New Haven Health Services Corp.** | **Yale-New Haven Health Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/50 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91353 |
| **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/01/25 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/20/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121680 |
| **Zoetis, Inc.** | **Zoetis, Inc.** | **Zoetis, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 *(a)* | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69854 |
|  |  | **151305085** |
| ***Energy 1.7%***  | ***Energy 1.7%***  | ***Energy 1.7%***  |
| **Baker Hughes a GE Co., LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes a GE Co., LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes a GE Co., LLC/Baker Hughes Co-Obligor, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 05/01/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 12/15/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120081 |
| **Baker Hughes Holdings LLC** | **Baker Hughes Holdings LLC** | **Baker Hughes Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/15/40  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188398 |
| **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/15/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/31 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84980 |
| **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/21/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 02/11/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 05/04/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205170 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 *(a)* | 250000 | 172160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 *(a)* | 400000 | 284540 |
| **BP Capital Markets PLC** | **BP Capital Markets PLC** | **BP Capital Markets PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 *(a)* | 350000 | 331184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 *(a)* | 150000 | 143625 |
| **Burlington Resources LLC** | **Burlington Resources LLC** | **Burlington Resources LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 12/01/31  | 200000 | 233404 |
| **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/01/25 *(a)* | 130000 | 127275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/15/25 *(a)* | 100000 | &nbsp;&nbsp; 93510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 *(a)* | 250000 | 237312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/30/33  | 195000 | 202457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/38  | 180000 | 185107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/01/39  | 150000 | 158884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 *(a)* | 100000 | &nbsp;&nbsp; 90994 |
| **Cenovus Energy, Inc.** | **Cenovus Energy, Inc.** | **Cenovus Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 *(a)* | 100000 | &nbsp;&nbsp; 81003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 *(a)* | 200000 | 186614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/15/39  | 150000 | 158569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 *(a)* | 100000 | &nbsp;&nbsp; 92572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/52 *(a)* | 150000 | 108359 |
| **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/30/24 *(a)* | 250000 | 253607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/31/25 *(a)* | 300000 | 301626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 *(a)* | 200000 | 200424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 *(a)* | 200000 | 183304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 *(a)* | 200000 | 157962 |
| **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 *(a)* | 250000 | 229830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 *(a)* | 250000 | 218637 |
| **Chevron Corp.** | **Chevron Corp.** | **Chevron Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/24 *(a)* | 150000 | 147024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 05/11/25 *(a)* | 450000 | 420957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/16/26 *(a)* | 300000 | 286209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 *(a)* | 200000 | 181380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 *(a)* | 300000 | 260085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 05/11/50 *(a)* | 150000 | 112610 |
| **Chevron USA, Inc.** | **Chevron USA, Inc.** | **Chevron USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/24 *(a)* | 200000 | 197984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.69%, 08/12/25 *(a)* | 100000 | &nbsp;&nbsp; 90841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 *(a)* | 150000 | 129897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 *(a)* | 200000 | 194750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 *(a)* | 100000 | &nbsp;&nbsp; 93163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 55927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/43 *(a)* | 100000 | 102465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 *(a)* | 150000 | &nbsp;&nbsp; 98030 |
| **Columbia Pipeline Group, Inc.** | **Columbia Pipeline Group, Inc.** | **Columbia Pipeline Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/25 *(a)* | 200000 | 198044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/01/45 *(a)* | 100000 | &nbsp;&nbsp; 99459 |
| **ConocoPhillips Co.** | **ConocoPhillips Co.** | **ConocoPhillips Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/07/25 *(a)* | 200000 | 190002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 04/15/29  | 200000 | 223548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/39  | 300000 | 347235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 *(a)* | 250000 | 213345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 *(a)* | 150000 | 133892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 *(a)* | 100000 | &nbsp;&nbsp; 95099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 *(a)* | 200000 | 162820 |
| **Continental Resources, Inc.** | **Continental Resources, Inc.** | **Continental Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 *(a)* | 250000 | 232527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/44 *(a)* | 100000 | &nbsp;&nbsp; 75959 |
| **Coterra Energy, Inc.** | **Coterra Energy, Inc.** | **Coterra Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 *(a)(c)* | 100000 | &nbsp;&nbsp; 95821 |

---

**37**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **DCP Midstream Operating LP** | **DCP Midstream Operating LP** | **DCP Midstream Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/25 *(a)* | 200000 | 198132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 *(a)* | 200000 | 194984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/32 *(a)* | 200000 | 168180 |
| **Devon Energy Corp.** | **Devon Energy Corp.** | **Devon Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/15/25 *(a)* | 150000 | 153513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/15/27 *(a)* | 130000 | 129861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 *(a)(c)* | &nbsp;&nbsp; 30000 | &nbsp;&nbsp; 30084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 *(a)* | 130000 | 121378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 04/15/32  | 100000 | 115658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 *(a)* | 350000 | 339080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 *(a)* | 100000 | &nbsp;&nbsp; 87356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 *(a)* | 100000 | &nbsp;&nbsp; 89684 |
| **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/26 *(a)* | 200000 | 187630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 *(a)* | 150000 | 134100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 *(a)* | 300000 | 252705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 *(a)* | 150000 | 114555 |
| **Eastern Energy Gas Holdings LLC** | **Eastern Energy Gas Holdings LLC** | **Eastern Energy Gas Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95145 |
| **Eastern Gas Transmission & Storage, Inc.** | **Eastern Gas Transmission & Storage, Inc.** | **Eastern Gas Transmission & Storage, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/29 *(a)* | 200000 | 174914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/01/43 *(a)(c)* | 100000 | &nbsp;&nbsp; 86892 |
| **Enable Midstream Partners LP** | **Enable Midstream Partners LP** | **Enable Midstream Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 *(a)* | 150000 | 145011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/29 *(a)* | 100000 | &nbsp;&nbsp; 90784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 *(a)* | 100000 | &nbsp;&nbsp; 83852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 62798 |
| **Enbridge Energy Partners LP** | **Enbridge Energy Partners LP** | **Enbridge Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/25 *(a)* | 200000 | 204668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 *(a)* | 180000 | 172993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 *(a)* | 100000 | 115106 |
| **Enbridge, Inc.** | **Enbridge, Inc.** | **Enbridge, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/14/25  | 200000 | 189722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 10/04/26 *(a)* | 100000 | &nbsp;&nbsp; 88001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 *(a)* | 150000 | 141696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 *(a)* | 250000 | 221037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 *(a)* | 200000 | 157830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 *(a)* | 100000 | &nbsp;&nbsp; 84363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 *(a)* | 200000 | 193530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 *(a)* | 100000 | &nbsp;&nbsp; 78583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 *(a)* | 150000 | 105918 |
| **Energy Transfer LP** | **Energy Transfer LP** | **Energy Transfer LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/15/24 *(a)* | 250000 | 251125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/24 *(a)* | 150000 | 147261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/24 *(a)* | 200000 | 197628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/24 *(a)* | 150000 | 146521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/25 *(a)* | 150000 | 145828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/25 *(a)* | 150000 | 141756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/26 *(a)* | 150000 | 147555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/26 *(a)* | 100000 | &nbsp;&nbsp; 94590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 *(a)* | 100000 | &nbsp;&nbsp; 94939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 *(a)* | 150000 | 150241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 *(a)* | 200000 | 188380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 *(a)* | 150000 | 146085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 *(a)* | 150000 | 146262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 *(a)* | 300000 | 266304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 *(a)* | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 73014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/15/38 *(a)* | 150000 | 139425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/01/38  | 150000 | 162973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 *(a)* | 100000 | &nbsp;&nbsp; 96435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 *(a)* | 150000 | 149665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 02/15/42  | 100000 | &nbsp;&nbsp; 94132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 *(a)* | 100000 | &nbsp;&nbsp; 93371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 *(a)* | 100000 | &nbsp;&nbsp; 86185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 *(a)* | 200000 | 171320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 *(a)* | 100000 | &nbsp;&nbsp; 87457 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 *(a)* | 165000 | 156531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 *(a)* | 100000 | &nbsp;&nbsp; 85953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 *(a)* | 300000 | 260262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 *(a)* | 150000 | 138380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 *(a)* | 300000 | 283887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 *(a)* | 350000 | 288799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 *(a)* | 407000 | 333142 |
| **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/15/24 *(a)* | 195000 | 191979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/25 *(a)* | 230000 | 225129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/26 *(a)* | 100000 | &nbsp;&nbsp; 96814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 *(a)* | 150000 | 145224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 *(a)* | 150000 | 143231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 *(a)* | 200000 | 178746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 *(a)* | 250000 | 216635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 04/15/38  | 100000 | 114675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/15/39  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 51979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/01/40  | 100000 | 106703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/41  | 100000 | 102084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/15/42  | 100000 | &nbsp;&nbsp; 99051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 *(a)* | 100000 | &nbsp;&nbsp; 91182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 *(a)* | 200000 | 172202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 *(a)* | 300000 | 268572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 *(a)* | 200000 | 184304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 *(a)* | 200000 | 179422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 *(a)* | 250000 | 203990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 *(a)* | 150000 | 132194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 *(a)* | 250000 | 200047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 *(a)* | 200000 | 149018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 *(a)* | 250000 | 171060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 *(a)* | 250000 | 172740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 *(a)* | 150000 | 111539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/16/77 *(a)(b)* | 200000 | 163404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/78 *(a)(b)* | 100000 | &nbsp;&nbsp; 75794 |
| **EOG Resources, Inc.** | **EOG Resources, Inc.** | **EOG Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp; 98677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 *(a)* | 100000 | &nbsp;&nbsp; 98298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 *(a)* | 174000 | 159064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 *(a)* | 150000 | 147789 |
| **EQT Corp.** | **EQT Corp.** | **EQT Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/01/25 *(a)(e)* | 200000 | 201688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 *(a)* | 250000 | 232577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 *(a)* | 100000 | &nbsp;&nbsp; 96026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 *(a)(e)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 52737 |
| **Exxon Mobil Corp.** | **Exxon Mobil Corp.** | **Exxon Mobil Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.02%, 08/16/24 *(a)* | 250000 | 240075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 03/06/25 *(a)* | 300000 | 288564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 03/19/25 *(a)* | 500000 | 484870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 03/01/26 *(a)* | 500000 | 479825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 08/16/26 *(a)* | 150000 | 140246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 *(a)* | 150000 | 145144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 *(a)* | 200000 | 176970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 *(a)* | 400000 | 376980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 *(a)* | 350000 | 309214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 *(a)* | 150000 | 118320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 *(a)* | 350000 | 321692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 *(a)* | 230000 | 187514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 *(a)* | 300000 | 264873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 *(a)* | 300000 | 221760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 *(a)* | 500000 | 455835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 *(a)* | 450000 | 351058 |
| **Halliburton Co.** | **Halliburton Co.** | **Halliburton Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/01/30 *(a)* | 200000 | 173562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 *(a)* | 150000 | 141260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 09/15/38  | 100000 | 108730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 09/15/39  | 200000 | 232222 |

---

**38** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 *(a)* | 150000 | 128007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 *(a)* | 100000 | &nbsp;&nbsp; 88132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 *(a)* | 330000 | 297495 |
| **Helmerich & Payne, Inc.** | **Helmerich & Payne, Inc.** | **Helmerich & Payne, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/29/31 *(a)* | 200000 | 165398 |
| **Hess Corp.** | **Hess Corp.** | **Hess Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 *(a)* | 250000 | 240495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 10/01/29  | 100000 | 112502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 08/15/31  | 100000 | 110263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 03/15/33  | 200000 | 219584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/40  | 100000 | 101480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/41  | 100000 | &nbsp;&nbsp; 96409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48790 |
| **HF Sinclair Corp.** | **HF Sinclair Corp.** | **HF Sinclair Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/01/23  | 100000 | &nbsp;&nbsp; 97940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/01/26 *(a)* | 150000 | 151128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 *(a)* | 100000 | &nbsp;&nbsp; 88950 |
| **Kinder Morgan Energy Partners LP** | **Kinder Morgan Energy Partners LP** | **Kinder Morgan Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/01/24 *(a)* | 296000 | 292253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 08/15/33  | 200000 | 219800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/35  | 150000 | 149575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/15/38  | 330000 | 355628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/40  | 150000 | 152982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/40  | 100000 | 110648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/41  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 *(a)* | 100000 | &nbsp;&nbsp; 87804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 *(a)* | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 38480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 *(a)* | 100000 | &nbsp;&nbsp; 88439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 *(a)* | 200000 | 185716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 *(a)* | 195000 | 179059 |
| **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/01/25 *(a)* | 245000 | 241428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/15/26 *(a)* | 100000 | &nbsp;&nbsp; 88643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 *(a)* | 200000 | 193364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 *(a)* | 250000 | 197235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/32  | 150000 | 171787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 *(a)* | 250000 | 238987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 *(a)* | 330000 | 308649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 *(a)* | 200000 | 177408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 *(a)* | 100000 | &nbsp;&nbsp; 89338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 *(a)* | 100000 | &nbsp;&nbsp; 66684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 *(a)* | 150000 | 107087 |
| **Magellan Midstream Partners LP** | **Magellan Midstream Partners LP** | **Magellan Midstream Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 *(a)* | 200000 | 176228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 *(a)* | 150000 | 133928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 *(a)* | 150000 | 125960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 *(a)* | 150000 | 113012 |
| **Marathon Oil Corp.** | **Marathon Oil Corp.** | **Marathon Oil Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/15/27 *(a)* | 200000 | 193558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 03/15/32  | 100000 | 105504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 10/01/37  | 150000 | 154470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/45 *(a)* | 100000 | &nbsp;&nbsp; 89551 |
| **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/24 *(a)* | 130000 | 127234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/01/25 *(a)* | 200000 | 198394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 *(a)* | 100000 | 100267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 100000 | &nbsp;&nbsp; 93303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 *(a)* | 200000 | 210974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 *(a)* | 150000 | 128910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 40612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 *(a)* | 100000 | &nbsp;&nbsp; 86243 |
| **MPLX LP** | **MPLX LP** | **MPLX LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/24 *(a)* | 300000 | 297876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/25 *(a)* | 300000 | 296355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/01/26 *(a)* | 250000 | 224287 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 *(a)* | 200000 | 191030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 *(a)* | 150000 | 143184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 150000 | 140636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 *(a)* | 150000 | 144615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 *(a)* | 250000 | 206312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 *(a)* | 350000 | 300765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 *(a)* | 150000 | 130626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 *(a)* | 100000 | &nbsp;&nbsp; 87768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 *(a)* | 150000 | 121566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 *(a)* | 300000 | 272331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 *(a)* | 250000 | 208960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 *(a)* | 100000 | &nbsp;&nbsp; 81198 |
| **National Fuel Gas Co.** | **National Fuel Gas Co.** | **National Fuel Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/25 *(a)* | 100000 | 100209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/26 *(a)* | 100000 | 100283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 *(a)* | 100000 | &nbsp;&nbsp; 94908 |
| **Northwest Pipeline LLC** | **Northwest Pipeline LLC** | **Northwest Pipeline LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/27 *(a)* | 200000 | 190098 |
| **NOV, Inc.** | **NOV, Inc.** | **NOV, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 *(a)* | 100000 | &nbsp;&nbsp; 89454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 *(a)* | 150000 | 107724 |
| **ONEOK Partners LP** | **ONEOK Partners LP** | **ONEOK Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/25 *(a)* | 150000 | 148429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 10/01/36  | 100000 | 100996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 10/15/37  | 150000 | 154581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 *(a)* | 150000 | 143940 |
| **ONEOK, Inc.** | **ONEOK, Inc.** | **ONEOK, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/24 *(a)* | 150000 | 144252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 01/15/26 *(a)* | 155000 | 157579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 *(a)* | 150000 | 142692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 *(a)* | 150000 | 131000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 *(a)* | 200000 | 169546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 *(a)* | 220000 | 227348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 *(a)* | 250000 | 214030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 *(a)* | 150000 | 115032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 38391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 *(a)* | 100000 | 104269 |
| **Ovintiv Exploration, Inc.** | **Ovintiv Exploration, Inc.** | **Ovintiv Exploration, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/01/26 *(a)* | 200000 | 199172 |
| **Ovintiv, Inc.** | **Ovintiv, Inc.** | **Ovintiv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/31  | 200000 | 218576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/34  | 200000 | 206610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 08/15/37  | 100000 | 104614 |
| **Phillips 66** | **Phillips 66** | **Phillips 66** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/09/25 *(a)* | 150000 | 147072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 02/15/26 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 *(a)* | 150000 | 142557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 *(a)* | 150000 | 122022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 *(a)* | 150000 | 143433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 05/01/42  | 300000 | 317175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 *(a)* | 200000 | 188056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 *(a)* | 200000 | 143654 |
| **Phillips 66 Partners LP** | **Phillips 66 Partners LP** | **Phillips 66 Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/15/24 *(a)(c)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.61%, 02/15/25 *(a)(c)* | 130000 | 126079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 10/01/26 *(a)* | 100000 | &nbsp;&nbsp; 94491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 92446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 *(a)(c)* | 100000 | &nbsp;&nbsp; 88630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 *(a)(c)* | 100000 | &nbsp;&nbsp; 89500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 *(a)(c)* | 100000 | &nbsp;&nbsp; 90678 |
| **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/26 *(a)* | 200000 | 178616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 *(a)* | 200000 | 160470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 *(a)* | 200000 | 161906 |

---

**39**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/01/24 *(a)* | 200000 | 192880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/25 *(a)* | 150000 | 147930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/26 *(a)* | 230000 | 222277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 *(a)* | 150000 | 131261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 *(a)* | 150000 | 132189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 01/15/37  | 100000 | 100567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 *(a)* | 100000 | &nbsp;&nbsp; 83302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 *(a)* | 100000 | &nbsp;&nbsp; 74023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 *(a)* | 100000 | &nbsp;&nbsp; 77658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 *(a)* | 100000 | &nbsp;&nbsp; 80444 |
| **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/24 *(a)* | 380000 | 380783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/01/25 *(a)* | 250000 | 250975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/30/26 *(a)* | 200000 | 203122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 *(a)* | 250000 | 247107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 *(a)* | 350000 | 332052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 *(a)* | 375000 | 355294 |
| **Schlumberger Finance Canada Ltd.** | **Schlumberger Finance Canada Ltd.** | **Schlumberger Finance Canada Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/17/25 *(a)* | 150000 | 137699 |
| **Schlumberger Investment S.A.** | **Schlumberger Investment S.A.** | **Schlumberger Investment S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/23 *(a)* | 200000 | 197846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/26/30 *(a)* | 200000 | 174368 |
| **Shell International Finance BV** | **Shell International Finance BV** | **Shell International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/07/24 *(a)* | 200000 | 191150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/11/25  | 430000 | 418596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/10/26  | 200000 | 190606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/12/26  | 250000 | 234735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/13/28 *(a)* | 300000 | 292956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 *(a)* | 150000 | 131864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 *(a)* | 300000 | 267126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/11/35  | 200000 | 188368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 12/15/38  | 500000 | 565300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/25/40  | 250000 | 261687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 37493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/21/42  | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 65981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/12/43  | 150000 | 139077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/11/45  | 530000 | 476841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/46  | 430000 | 364550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/12/46  | 200000 | 163176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 *(a)* | 200000 | 146240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 *(a)* | 400000 | 297952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 *(a)* | 200000 | 141716 |
| **Spectra Energy Partners LP** | **Spectra Energy Partners LP** | **Spectra Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 99465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 *(a)* | 150000 | 126438 |
| **Suncor Energy, Inc.** | **Suncor Energy, Inc.** | **Suncor Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/35  | 200000 | 199800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/15/38  | 100000 | 107932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/38  | 250000 | 261085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 *(a)* | 100000 | &nbsp;&nbsp; 78827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/04/51 *(a)* | 150000 | 112860 |
| **Targa Resources Corp.** | **Targa Resources Corp.** | **Targa Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 *(a)* | 200000 | 197750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 *(a)* | 150000 | 131840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 *(a)* | 150000 | 122055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 *(a)* | 100000 | &nbsp;&nbsp; 96880 |
| **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** | **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** | **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/27 *(a)* | 250000 | 251535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 *(a)* | 150000 | 144816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 *(a)* | 150000 | 136725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 *(a)* | 250000 | 215612 |
| **TC PipeLines LP** | **TC PipeLines LP** | **TC PipeLines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/13/25 *(a)* | 150000 | 147759 |
| **Tennessee Gas Pipeline Co., LLC** | **Tennessee Gas Pipeline Co., LLC** | **Tennessee Gas Pipeline Co., LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/28  | 200000 | 217136 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **The Williams Cos., Inc.** | **The Williams Cos., Inc.** | **The Williams Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/04/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 346440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/24/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/31  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 167112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 247410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/32  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 181098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 04/15/40  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 208674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 *(a)* | 122000 | &nbsp;&nbsp;&nbsp;&nbsp; 120047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 131424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 105900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 137921 |
| **TotalEnergies Capital International S.A.** | **TotalEnergies Capital International S.A.** | **TotalEnergies Capital International S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/15/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/10/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.43%, 01/10/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 282459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 179282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 155260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 *(a)* | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 326322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72442 |
| **TotalEnergies Capital S.A.** | **TotalEnergies Capital S.A.** | **TotalEnergies Capital S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/11/28  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146415 |
| **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 239292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/12/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 162632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 325125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/31/34  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/36  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 100681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/37  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 155722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/38 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 01/15/39  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 176652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/40  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 155428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/48 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 181208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141176 |
| **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.85%, 02/01/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 215130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 176042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78931 |
| **Valero Energy Corp.** | **Valero Energy Corp.** | **Valero Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/15/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 133017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/01/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 166150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/32  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 171276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/37  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 215766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/45  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 119815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 147294 |
| **Valero Energy Partners LP** | **Valero Energy Partners LP** | **Valero Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147462 |
|  |  | **69484463** |
| ***Industrial Other 0.1%***  | ***Industrial Other 0.1%***  | ***Industrial Other 0.1%***  |
| **Brown University in Providence in the State of Rhode Island and Providence Plant** | **Brown University in Providence in the State of Rhode Island and Providence Plant** | **Brown University in Providence in the State of Rhode Island and Providence Plant** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 09/01/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72764 |

---

**40** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **California Institute of Technology** | **California Institute of Technology** | **California Institute of Technology** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 08/01/45  | 100000 | &nbsp;&nbsp; 89140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/19 *(a)* | 200000 | 134088 |
| **Cintas Corp. No. 2** | **Cintas Corp. No. 2** | **Cintas Corp. No. 2** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 *(a)* | 300000 | 290697 |
| **Duke University** | **Duke University** | **Duke University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 10/01/44  | 100000 | &nbsp;&nbsp; 73863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 10/01/50  | 100000 | &nbsp;&nbsp; 67648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 10/01/55  | 100000 | &nbsp;&nbsp; 67926 |
| **Emory University** | **Emory University** | **Emory University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 09/01/50 *(a)* | 150000 | 104254 |
| **Johns Hopkins University** | **Johns Hopkins University** | **Johns Hopkins University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 07/01/53  | 100000 | &nbsp;&nbsp; 86785 |
| **Massachusetts Institute of Technology** | **Massachusetts Institute of Technology** | **Massachusetts Institute of Technology** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 07/01/38  | 150000 | 138312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 07/01/50 *(a)* | 100000 | &nbsp;&nbsp; 74317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 07/01/51 *(a)* | 100000 | &nbsp;&nbsp; 63569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/01/11  | 150000 | 163200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 07/01/14  | 100000 | &nbsp;&nbsp; 91052 |
| **Northeastern University** | **Northeastern University** | **Northeastern University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 10/01/50  | 150000 | 100865 |
| **Northwestern University** | **Northwestern University** | **Northwestern University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 12/01/44  | 100000 | &nbsp;&nbsp; 97244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 12/01/50 *(a)* | 100000 | &nbsp;&nbsp; 66422 |
| **President & Fellows of Harvard College** | **President & Fellows of Harvard College** | **President & Fellows of Harvard College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 *(a)* | 100000 | &nbsp;&nbsp; 78140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 *(a)* | 100000 | &nbsp;&nbsp; 67043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 *(a)* | 100000 | &nbsp;&nbsp; 75711 |
| **Quanta Services, Inc.** | **Quanta Services, Inc.** | **Quanta Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 *(a)* | 250000 | 208810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 *(a)* | 150000 | 102322 |
| **The American University** | **The American University** | **The American University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 04/01/49  | 100000 | &nbsp;&nbsp; 79126 |
| **The George Washington University** | **The George Washington University** | **The George Washington University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/15/44  | 100000 | &nbsp;&nbsp; 87308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 09/15/45  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/15/48 *(a)* | 150000 | 127462 |
| **The Georgetown University** | **The Georgetown University** | **The Georgetown University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/01/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 04/01/50  | 100000 | &nbsp;&nbsp; 63434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 10/01/18 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44279 |
| **The Leland Stanford Junior University** | **The Leland Stanford Junior University** | **The Leland Stanford Junior University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.29%, 06/01/27 *(a)* | 200000 | 174608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 *(a)* | 100000 | &nbsp;&nbsp; 84027 |
| **The Trustees of the University of Pennsylvania** | **The Trustees of the University of Pennsylvania** | **The Trustees of the University of Pennsylvania** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/01/50 *(a)* | 150000 | &nbsp;&nbsp; 96677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 09/01/12  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43850 |
| **The Trustees of the University of Princeton** | **The Trustees of the University of Princeton** | **The Trustees of the University of Princeton** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/39  | 200000 | 219664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 07/01/50 *(a)* | 100000 | &nbsp;&nbsp; 68358 |
| **The University of Chicago** | **The University of Chicago** | **The University of Chicago** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 04/01/45 *(a)* | 100000 | &nbsp;&nbsp; 75884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/01/50 *(a)* | 100000 | &nbsp;&nbsp; 68463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/01/52 *(a)* | 100000 | &nbsp;&nbsp; 70760 |
| **The Washington University** | **The Washington University** | **The Washington University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 04/15/54 *(a)* | 125000 | 101957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/22 *(a)* | 100000 | &nbsp;&nbsp; 80349 |
| **Trustees of Boston College** | **Trustees of Boston College** | **Trustees of Boston College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/01/52  | 150000 | 107367 |
| **University of Notre Dame du Lac** | **University of Notre Dame du Lac** | **University of Notre Dame du Lac** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 02/15/48 *(a)* | 100000 | &nbsp;&nbsp; 79211 |
| **University of Southern California** | **University of Southern California** | **University of Southern California** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 10/01/39  | 150000 | 120603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 10/01/47 *(a)* | 150000 | 126714 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 69422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 10/01/20 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 59013 |
| **William Marsh Rice University** | **William Marsh Rice University** | **William Marsh Rice University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 05/15/45  | 200000 | &nbsp;&nbsp;&nbsp; 170824 |
| **Yale University** | **Yale University** | **Yale University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.48%, 04/15/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 40537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 65162 |
|  |  | **4727549** |
| ***Technology 2.4%***  | ***Technology 2.4%***  | ***Technology 2.4%***  |
| **Adobe, Inc.** | **Adobe, Inc.** | **Adobe, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 146703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 183974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 172532 |
| **Advanced Micro Devices, Inc.** | **Advanced Micro Devices, Inc.** | **Advanced Micro Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 06/01/52 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 135416 |
| **Alphabet, Inc.** | **Alphabet, Inc.** | **Alphabet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/25/24  | 145000 | &nbsp;&nbsp;&nbsp; 144639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 08/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 135987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/26 *(a)* | 400000 | &nbsp;&nbsp;&nbsp; 372836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 217437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 199197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 172782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 *(a)* | 400000 | &nbsp;&nbsp;&nbsp; 251952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 *(a)* | 375000 | &nbsp;&nbsp;&nbsp; 228184 |
| **Amdocs Ltd.** | **Amdocs Ltd.** | **Amdocs Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 06/15/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 122682 |
| **Analog Devices, Inc.** | **Analog Devices, Inc.** | **Analog Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/05/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 *(a)(c)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 172044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 164780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 150850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 143174 |
| **Apple Inc.** | **Apple Inc.** | **Apple Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/09/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 343945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/06/24  | 400000 | &nbsp;&nbsp;&nbsp; 394028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/11/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 293055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/11/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/13/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 290412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/09/25  | 289000 | &nbsp;&nbsp;&nbsp; 277527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 05/11/25 *(a)* | 400000 | &nbsp;&nbsp;&nbsp; 369828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/13/25  | 300000 | &nbsp;&nbsp;&nbsp; 291807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 08/20/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 226145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 02/08/26 *(a)* | 500000 | &nbsp;&nbsp;&nbsp; 446830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/23/26 *(a)* | 280000 | &nbsp;&nbsp;&nbsp; 271149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/04/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 281343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 09/11/26 *(a)* | 450000 | &nbsp;&nbsp;&nbsp; 415120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 *(a)* | 400000 | &nbsp;&nbsp;&nbsp; 387260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 336455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 191174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 *(a)* | 400000 | &nbsp;&nbsp;&nbsp; 378676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 142146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 *(a)* | 500000 | &nbsp;&nbsp;&nbsp; 430110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 *(a)* | 450000 | &nbsp;&nbsp;&nbsp; 386554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 307226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 *(a)* | 400000 | &nbsp;&nbsp;&nbsp; 333760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 241191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 *(a)* | 500000 | &nbsp;&nbsp;&nbsp; 410230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 162948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 230657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/23/36 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 202798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 220359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/04/43  | 480000 | &nbsp;&nbsp;&nbsp; 429269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/44  | 150000 | &nbsp;&nbsp;&nbsp; 147630 |

---

**41**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/09/45  | 400000 | 332764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/13/45  | 300000 | 285591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 *(a)* | 600000 | 588774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 *(a)* | 400000 | 349452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 *(a)* | 195000 | 183793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 *(a)* | 250000 | 214060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 *(a)* | 200000 | 172020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 *(a)* | 200000 | 147524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 *(a)* | 400000 | 277216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 *(a)* | 300000 | 199716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 *(a)* | 500000 | 343700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 *(a)* | 350000 | 243656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 *(a)* | 250000 | 218495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 *(a)* | 200000 | 129642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 *(a)* | 250000 | 168332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 *(a)* | 300000 | 205221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 *(a)* | 200000 | 173578 |
| **Applied Materials, Inc.** | **Applied Materials, Inc.** | **Applied Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/25 *(a)* | 150000 | 148163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 150000 | 144384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 *(a)* | 150000 | 124209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 *(a)* | 150000 | 154412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/15/41  | 100000 | 111623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 *(a)* | 150000 | 140220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/50 *(a)* | 150000 | 105737 |
| **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/08/24 *(a)* | 250000 | 240482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 *(a)* | 100000 | &nbsp;&nbsp; 80158 |
| **Autodesk, Inc.** | **Autodesk, Inc.** | **Autodesk, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 99207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 87094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 *(a)* | 200000 | 162850 |
| **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/25 *(a)* | 200000 | 195502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 *(a)* | 200000 | 176432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 *(a)* | 200000 | 159720 |
| **Avnet, Inc.** | **Avnet, Inc.** | **Avnet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 *(a)* | 150000 | 140453 |
| **Baidu, Inc.** | **Baidu, Inc.** | **Baidu, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/30/25  | 300000 | 288504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.72%, 04/09/26 *(a)* | 200000 | 177712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/28 *(a)* | 200000 | 193858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/09/30 *(a)* | 200000 | 161300 |
| **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/24 *(a)* | 150000 | 147533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/27 *(a)* | 500000 | 473915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 *(a)* | 150000 | 137424 |
| **Broadcom, Inc.** | **Broadcom, Inc.** | **Broadcom, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/15/24 *(a)* | 150000 | 146886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp; 95303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 09/15/26 *(a)* | 156000 | 147613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 *(a)(c)* | 100000 | &nbsp;&nbsp; 85478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/15/28 *(a)* | 250000 | 233957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 *(a)* | 300000 | 287721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 *(a)* | 250000 | 225072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 *(a)(c)* | 450000 | 356436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 *(a)(c)* | 250000 | 221575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 *(a)* | 350000 | 311122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 *(a)(c)* | 400000 | 302332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 *(a)(c)* | 350000 | 283622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 *(a)(c)* | 650000 | 517569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/15/35 *(a)(c)* | 650000 | 483385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 11/15/36 *(a)(c)* | 300000 | 220128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/15/37 *(a)(c)* | 463000 | 406806 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 *(a)(c)* | 450000 | 326106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 *(a)(c)* | 350000 | 247726 |
| **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/27/26 *(a)* | 100000 | &nbsp;&nbsp; 94115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 *(a)* | 150000 | 128475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 *(a)* | 200000 | 164744 |
| **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/25 *(a)* | 200000 | 192694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 *(a)* | 200000 | 178614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 *(a)* | 200000 | 180732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 *(a)* | 100000 | &nbsp;&nbsp; 84406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 *(a)* | 200000 | 165156 |
| **CGI, Inc.** | **CGI, Inc.** | **CGI, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 *(a)* | 100000 | &nbsp;&nbsp; 76679 |
| **Cisco Systems, Inc.** | **Cisco Systems, Inc.** | **Cisco Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/25  | 362000 | 354684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/28/26  | 200000 | 192374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/20/26 *(a)* | 100000 | &nbsp;&nbsp; 94857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/15/39  | 100000 | 109814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/40  | 550000 | 579507 |
| **Corning, Inc.** | **Corning, Inc.** | **Corning, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/40  | 100000 | 102253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/42  | 100000 | &nbsp;&nbsp; 91019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 *(a)* | 100000 | &nbsp;&nbsp; 93983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 *(a)* | 100000 | &nbsp;&nbsp; 74316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 *(a)* | 100000 | &nbsp;&nbsp; 80988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 *(a)* | 190000 | 170987 |
| **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/24 *(a)* | 250000 | 245437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/15/25 *(a)* | 200000 | 203372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 06/15/26 *(a)* | 680000 | 694899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/01/26 *(a)* | 350000 | 346398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 *(a)* | 100000 | 103143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 *(a)* | 300000 | 295548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 *(a)* | 200000 | 206218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 *(a)* | 189000 | 218501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 *(a)(c)* | 150000 | 103818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 *(a)* | 150000 | 175402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/51 *(a)(c)* | 250000 | 161842 |
| **DXC Technology Co.** | **DXC Technology Co.** | **DXC Technology Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/15/26 *(a)* | 150000 | 132542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/15/28 *(a)* | 150000 | 128996 |
| **Equifax, Inc.** | **Equifax, Inc.** | **Equifax, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/24 *(a)* | 150000 | 143217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/15/25 *(a)* | 100000 | &nbsp;&nbsp; 93323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp; 84985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 *(a)* | 200000 | 155206 |
| **Equinix, Inc.** | **Equinix, Inc.** | **Equinix, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/18/24 *(a)* | 150000 | 142890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 07/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/15/25 *(a)* | 200000 | 178620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/18/26 *(a)* | 100000 | &nbsp;&nbsp; 91564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 *(a)* | 250000 | 208642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 *(a)* | 200000 | 175998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 *(a)* | 300000 | 241146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 *(a)* | 200000 | 161932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 *(a)* | 200000 | 178626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 *(a)* | 100000 | &nbsp;&nbsp; 65766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 32176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 *(a)* | 100000 | &nbsp;&nbsp; 70522 |
| **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 *(a)* | 100000 | &nbsp;&nbsp; 84798 |
| **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 03/01/24  | 150000 | 141917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 03/01/26 *(a)* | 250000 | 220957 |

---

**42** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 *(a)* | 200000 | 168070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/21/29 *(a)* | 100000 | &nbsp;&nbsp; 92060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/01/31 *(a)* | 200000 | 159966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 *(a)* | 200000 | 140584 |
| **Fiserv, Inc.** | **Fiserv, Inc.** | **Fiserv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/01/24 *(a)* | 250000 | 241050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/01/26 *(a)* | 450000 | 424201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 *(a)* | 250000 | 223250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 *(a)* | 150000 | 143271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 *(a)* | 500000 | 451540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 *(a)* | 150000 | 127242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 *(a)* | 375000 | 312656 |
| **Flex Ltd.** | **Flex Ltd.** | **Flex Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 98625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/26 *(a)* | 150000 | 141582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 *(a)* | 100000 | &nbsp;&nbsp; 93290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 *(a)* | 100000 | &nbsp;&nbsp; 93079 |
| **Fortinet, Inc.** | **Fortinet, Inc.** | **Fortinet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/26 *(a)* | 150000 | 132273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 78323 |
| **Genpact Luxembourg Sarl** | **Genpact Luxembourg Sarl** | **Genpact Luxembourg Sarl** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/24 *(a)* | 200000 | 191882 |
| **Global Payments, Inc.** | **Global Payments, Inc.** | **Global Payments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 92721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/25 *(a)* | 250000 | 235115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/01/26 *(a)* | 200000 | 174768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 *(a)* | 150000 | 131108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 *(a)* | 100000 | &nbsp;&nbsp; 93829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 *(a)* | 200000 | 171494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 *(a)* | 225000 | 185789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 *(a)* | 150000 | 119561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 *(a)* | 150000 | 144293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 *(a)* | 100000 | &nbsp;&nbsp; 71989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/52 *(a)* | 150000 | 137487 |
| **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/01/24 *(a)* | 150000 | 143121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/25 *(a)* | 350000 | 349744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/01/26 *(a)* | 200000 | 181794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 *(a)* | 150000 | 157504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 *(a)* | 262000 | 269360 |
| **HP, Inc.** | **HP, Inc.** | **HP, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/17/25 *(a)* | 150000 | 140196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/17/26 *(a)* | 200000 | 175658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 *(a)* | 300000 | 275445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 *(a)* | 200000 | 183370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 *(a)* | 200000 | 172070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 *(a)* | 200000 | 157810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/33 *(a)* | 250000 | 239227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/15/41  | 250000 | 244340 |
| **Intel Corp.** | **Intel Corp.** | **Intel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/11/24 *(a)* | 300000 | 293019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/25/25 *(a)(f)* | 350000 | 341827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/29/25 *(a)* | 450000 | 441967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/19/26 *(a)* | 150000 | 141578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 *(a)* | 250000 | 243577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 *(a)* | 400000 | 341876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 *(a)* | 450000 | 389709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 *(a)* | 300000 | 284184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 *(a)* | 300000 | 241914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 *(a)* | 200000 | 189280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/32  | 150000 | 140600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 *(a)* | 150000 | 138723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/01/41  | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 89997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/42  | 100000 | &nbsp;&nbsp; 86610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 *(a)* | 250000 | 208245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 *(a)* | 100000 | &nbsp;&nbsp; 82827 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 *(a)* | 350000 | 271841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 *(a)* | 300000 | 211890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 *(a)* | 400000 | 360336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 *(a)* | 250000 | 169005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 *(a)* | 300000 | 273639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 *(a)* | 160000 | 103832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 *(a)* | 250000 | 227752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 *(a)* | 200000 | 131208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 *(a)* | 200000 | 183832 |
| **International Business Machines Corp.** | **International Business Machines Corp.** | **International Business Machines Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/12/24  | 400000 | 394504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/24  | 450000 | 438912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/19/26  | 300000 | 288969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/26  | 550000 | 525679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/27/27  | 150000 | 142709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 *(a)* | 300000 | 264795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 08/01/27  | 130000 | 138891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/29  | 650000 | 605709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 *(a)* | 200000 | 165010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 *(a)* | 200000 | 193244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/39  | 450000 | 397687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/30/39  | 150000 | 154986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 *(a)* | 200000 | 149132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/42  | 200000 | 169454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/19/46  | 150000 | 135638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/49  | 450000 | 384588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 *(a)* | 200000 | 134246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 *(a)* | 150000 | 109389 |
| **Intuit, Inc.** | **Intuit, Inc.** | **Intuit, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 07/15/25 *(a)* | 100000 | &nbsp;&nbsp; 91493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 *(a)* | 150000 | 130545 |
| **Jabil, Inc.** | **Jabil, Inc.** | **Jabil, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 04/15/26 *(a)* | 200000 | 177508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 *(a)* | 100000 | &nbsp;&nbsp; 89120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 *(a)* | 200000 | 164846 |
| **Juniper Networks, Inc.** | **Juniper Networks, Inc.** | **Juniper Networks, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 12/10/25 *(a)* | 100000 | &nbsp;&nbsp; 89429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 *(a)* | 100000 | &nbsp;&nbsp; 89335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/41  | 100000 | &nbsp;&nbsp; 92562 |
| **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 *(a)* | 150000 | 147653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 *(a)* | 100000 | &nbsp;&nbsp; 87635 |
| **KLA Corp.** | **KLA Corp.** | **KLA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/01/24 *(a)* | 230000 | 229482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 *(a)* | 100000 | &nbsp;&nbsp; 97671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/32 *(a)* | 200000 | 198528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp; 96893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 *(a)* | 100000 | &nbsp;&nbsp; 75631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 *(a)* | 200000 | 193958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 *(a)* | 100000 | 101727 |
| **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 10/15/26 *(a)* | 150000 | 122580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 *(a)* | 150000 | &nbsp;&nbsp; 99540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/15/41 *(a)* | 150000 | &nbsp;&nbsp; 89888 |
| **Lam Research Corp.** | **Lam Research Corp.** | **Lam Research Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 *(a)* | 130000 | 128209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/26 *(a)* | 200000 | 195946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 *(a)* | 150000 | 144680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 *(a)* | 200000 | 165922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 *(a)* | 150000 | 146012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 *(a)* | 200000 | 141794 |
| **Leidos, Inc.** | **Leidos, Inc.** | **Leidos, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/25 *(a)* | 150000 | 144620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 *(a)* | 150000 | 136869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 *(a)* | 200000 | 155254 |

---

**43**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Marvell Technology, Inc.** | **Marvell Technology, Inc.** | **Marvell Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 04/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 88461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 84980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/22/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 96533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 81993 |
| **Mastercard, Inc.** | **Mastercard, Inc.** | **Mastercard, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/03/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 142748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 238882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 144552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 96269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 137600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 279849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 124452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 86789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 88510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 211710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 174590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 111930 |
| **Microchip Technology, Inc.** | **Microchip Technology, Inc.** | **Microchip Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.97%, 02/15/24  | &nbsp;&nbsp;&nbsp; 200000 | 189544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 09/01/24  | &nbsp;&nbsp;&nbsp; 200000 | 183828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 243390 |
| **Micron Technology, Inc.** | **Micron Technology, Inc.** | **Micron Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 02/06/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 148745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 02/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 143598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 97224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 138990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 155154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp; 99642 |
| **Microsoft Corp.** | **Microsoft Corp.** | **Microsoft Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/23 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 148721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/06/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 245607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/12/25 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | 436198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/03/25 *(a)* | &nbsp;&nbsp;&nbsp; 530000 | 515907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/08/26 *(a)* | &nbsp;&nbsp;&nbsp; 800000 | 752768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 *(a)* | &nbsp;&nbsp;&nbsp; 750000 | 726112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/12/35 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 232907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/03/35 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 249135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | 320635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 146537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/08/41  | &nbsp;&nbsp;&nbsp; 100000 | 108927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/42  | &nbsp;&nbsp;&nbsp; 200000 | 173798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 99866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 *(a)* | &nbsp;&nbsp;&nbsp; 349000 | 309776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 193378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 *(a)* | 1050000 | 725329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 *(a)* | 1025000 | 761985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/12/55 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 91256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 132297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 145868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 *(a)* | &nbsp;&nbsp;&nbsp; 629000 | 424487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 *(a)* | &nbsp;&nbsp;&nbsp; 345000 | 251650 |
| **Moody's Corp.** | **Moody's Corp.** | **Moody's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/24/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 195340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 92552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 144453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/19/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 159924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 92249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 70934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 08/18/60 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp; 87158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 65546 |
| **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 146663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 143627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 79294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 121223 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 *(a)* | 100000 | &nbsp;&nbsp; 99664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/44  | 100000 | &nbsp;&nbsp; 90632 |
| **NetApp, Inc.** | **NetApp, Inc.** | **NetApp, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 06/22/25 *(a)* | 250000 | 230580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 *(a)* | 150000 | 134717 |
| **NVIDIA Corp.** | **NVIDIA Corp.** | **NVIDIA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.58%, 06/14/24 *(a)* | 200000 | 187620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/16/26 *(a)* | 200000 | 192486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 *(a)* | 250000 | 214942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 *(a)* | 250000 | 221095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 *(a)* | 250000 | 204162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 *(a)* | 200000 | 167288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 *(a)* | 325000 | 253864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 *(a)* | 100000 | &nbsp;&nbsp; 76588 |
| **NXP BV/NXP Funding LLC** | **NXP BV/NXP Funding LLC** | **NXP BV/NXP Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/24 *(a)* | 200000 | 198612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/01/26 *(a)* | 250000 | 249567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 *(a)* | 200000 | 158996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 *(a)* | 200000 | 143442 |
| **NXP BV/NXP Funding LLC/NXP USA, Inc.** | **NXP BV/NXP Funding LLC/NXP USA, Inc.** | **NXP BV/NXP Funding LLC/NXP USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/01/25 *(a)* | 175000 | 165158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 *(a)* | 150000 | 140844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 *(a)* | 200000 | 174368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 *(a)* | 200000 | 158152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 *(a)* | 200000 | 190216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 *(a)* | 100000 | &nbsp;&nbsp; 69175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 *(a)* | 100000 | &nbsp;&nbsp; 64657 |
| **Oracle Corp.** | **Oracle Corp.** | **Oracle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/08/24 *(a)* | 250000 | 244437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/15/24 *(a)* | 350000 | 336847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/25 *(a)* | 550000 | 520575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/15/25 *(a)* | 501000 | 477744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/25/26 *(a)* | 500000 | 448950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/26 *(a)* | 600000 | 553410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 *(a)* | 400000 | 365776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 *(a)* | 400000 | 368712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 *(a)* | 350000 | 303786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 *(a)* | 500000 | 429670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 *(a)* | 200000 | 175412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 *(a)* | 550000 | 461010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 *(a)* | 400000 | 422552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 *(a)* | 300000 | 265812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 *(a)* | 250000 | 209157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 *(a)* | 200000 | 163766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 *(a)* | 200000 | 158782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/38  | 200000 | 209178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/08/39  | 250000 | 251205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 *(a)* | 500000 | 376150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/40  | 400000 | 372220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 *(a)* | 400000 | 297240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 *(a)* | 230000 | 188759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 *(a)* | 300000 | 229329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 *(a)* | 470000 | 350686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 *(a)* | 400000 | 299276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 *(a)* | 750000 | 523027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 *(a)* | 600000 | 441618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 *(a)* | 500000 | 554340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 *(a)* | 250000 | 190270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 *(a)* | 450000 | 304236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 *(a)* | 300000 | 213954 |
| **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/01/24 *(a)* | 250000 | 239615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/25 *(a)* | 150000 | 139622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/01/26 *(a)* | 200000 | 186202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 *(a)* | 100000 | &nbsp;&nbsp; 97238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 *(a)* | 300000 | 262785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 *(a)* | 200000 | 166370 |

---

**44** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 *(a)* | 200000 | 190892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 *(a)* | 150000 | 106850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 *(a)* | 200000 | 187796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46770 |
| **Qorvo, Inc.** | **Qorvo, Inc.** | **Qorvo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/29 *(a)* | 200000 | 178046 |
| **QUALCOMM, Inc.** | **QUALCOMM, Inc.** | **QUALCOMM, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/20/24 *(a)* | 150000 | 146448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/20/25 *(a)* | 250000 | 244345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 *(a)* | 350000 | 334964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 *(a)* | 217000 | 185075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 *(a)* | 200000 | 170592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/20/32 *(a)* | 283000 | 221439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 *(a)* | 100000 | &nbsp;&nbsp; 97488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 *(a)* | 250000 | 240727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 *(a)* | 200000 | 177994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 *(a)* | 175000 | 131766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 *(a)* | 200000 | 178974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 *(a)* | 150000 | 163921 |
| **RELX Capital, Inc.** | **RELX Capital, Inc.** | **RELX Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 *(a)* | 150000 | 141587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 *(a)* | 100000 | &nbsp;&nbsp; 86961 |
| **S&P Global, Inc.** | **S&P Global, Inc.** | **S&P Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 *(a)(c)* | 200000 | 184292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 *(a)(c)* | 150000 | 149463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 *(a)(c)* | 250000 | 222770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 *(a)(c)* | 175000 | 169288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 *(a)* | 100000 | &nbsp;&nbsp; 86789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 *(a)* | 150000 | 117032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 *(a)(c)* | 300000 | 259305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 *(a)* | 100000 | &nbsp;&nbsp; 74358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 *(a)(c)* | 150000 | 120990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 *(a)* | 100000 | &nbsp;&nbsp; 58067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 *(a)(c)* | 100000 | &nbsp;&nbsp; 81138 |
| **salesforce.com, Inc.** | **salesforce.com, Inc.** | **salesforce.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/24 *(a)* | 200000 | 187738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 *(a)* | 300000 | 290706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 *(a)* | 300000 | 245307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 *(a)* | 350000 | 260186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 *(a)* | 350000 | 243477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 *(a)* | 150000 | 101025 |
| **ServiceNow, Inc.** | **ServiceNow, Inc.** | **ServiceNow, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/01/30 *(a)* | 300000 | 233910 |
| **Skyworks Solutions, Inc.** | **Skyworks Solutions, Inc.** | **Skyworks Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 06/01/26 *(a)* | 100000 | &nbsp;&nbsp; 88160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/31 *(a)* | 100000 | &nbsp;&nbsp; 78416 |
| **TD SYNNEX Corp.** | **TD SYNNEX Corp.** | **TD SYNNEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/09/26 *(a)* | 250000 | 213767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 *(a)* | 200000 | 164592 |
| **Teledyne FLIR LLC** | **Teledyne FLIR LLC** | **Teledyne FLIR LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/30 *(a)* | 150000 | 122850 |
| **Tencent Music Entertainment Group** | **Tencent Music Entertainment Group** | **Tencent Music Entertainment Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/03/25 *(a)* | 200000 | 176850 |
| **Texas Instruments, Inc.** | **Texas Instruments, Inc.** | **Texas Instruments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/12/25 *(a)* | 150000 | 140423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/15/26 *(a)* | 150000 | 133407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 70231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 *(a)* | 100000 | &nbsp;&nbsp; 87027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 *(a)* | 200000 | 166536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 *(a)* | 100000 | &nbsp;&nbsp; 81808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 *(a)* | 150000 | 135014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 *(a)* | 300000 | 270654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 *(a)* | 100000 | &nbsp;&nbsp; 70381 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **The Western Union Co.** | **The Western Union Co.** | **The Western Union Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/10/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 03/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/17/36  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100531 |
| **Thomson Reuters Corp.** | **Thomson Reuters Corp.** | **Thomson Reuters Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/35  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142874 |
| **Trimble, Inc.** | **Trimble, Inc.** | **Trimble, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/01/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97253 |
| **TSMC Arizona Corp.** | **TSMC Arizona Corp.** | **TSMC Arizona Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/25/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/22/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184978 |
| **Tyco Electronics Group S.A.** | **Tyco Electronics Group S.A.** | **Tyco Electronics Group S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93158 |
| **VeriSign, Inc.** | **VeriSign, Inc.** | **VeriSign, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164166 |
| **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71634 |
| **Visa, Inc.** | **Visa, Inc.** | **Visa, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/25 *(a)* | 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 *(a)* | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 *(a)* | 595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156765 |
| **VMware, Inc.** | **VMware, Inc.** | **VMware, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 08/15/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/15/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/15/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191747 |
| **Western Digital Corp.** | **Western Digital Corp.** | **Western Digital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/26 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74505 |
| **Workday, Inc.** | **Workday, Inc.** | **Workday, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223892 |
| **Xilinx, Inc.** | **Xilinx, Inc.** | **Xilinx, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/01/30 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170638 |
|  |  | **100918154** |
| ***Transportation 0.6%***  | ***Transportation 0.6%***  | ***Transportation 0.6%***  |
| **American Airlines 2015-2 Class AA Pass-Through Trust** | **American Airlines 2015-2 Class AA Pass-Through Trust** | **American Airlines 2015-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/22/29  | 138419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124589 |

---

**45**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **American Airlines 2016-1 Class AA Pass-Through Trust** | **American Airlines 2016-1 Class AA Pass-Through Trust** | **American Airlines 2016-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 07/15/29  | 142876 | 128120 |
| **American Airlines 2016-2 Class AA Pass-Through Trust** | **American Airlines 2016-2 Class AA Pass-Through Trust** | **American Airlines 2016-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/15/29  | 144690 | 126746 |
| **American Airlines 2017-1 Class AA Pass-Through Trust** | **American Airlines 2017-1 Class AA Pass-Through Trust** | **American Airlines 2017-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/29  | 110062 | &nbsp;&nbsp; 98398 |
| **American Airlines 2019-1 Class AA Pass-Through Trust** | **American Airlines 2019-1 Class AA Pass-Through Trust** | **American Airlines 2019-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/33  | 103732 | &nbsp;&nbsp; 86781 |
| **American Airlines 2021-1 Class A Pass-Through Trust** | **American Airlines 2021-1 Class A Pass-Through Trust** | **American Airlines 2021-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/11/36  | 150000 | 120249 |
| **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/24 *(a)* | 200000 | 195502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | 200000 | 190728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 08/15/36  | 150000 | 165765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 *(a)* | 100000 | 106958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 *(a)* | 100000 | &nbsp;&nbsp; 99318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 *(a)* | 100000 | 103072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 *(a)* | 100000 | &nbsp;&nbsp; 97250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 *(a)* | 250000 | 227802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 *(a)* | 200000 | 184168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 *(a)* | 100000 | 100720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 *(a)* | 100000 | &nbsp;&nbsp; 97278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 *(a)* | &nbsp;&nbsp; 90000 | &nbsp;&nbsp; 84153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 *(a)* | 250000 | 219640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 *(a)* | 100000 | &nbsp;&nbsp; 93981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 *(a)* | 100000 | &nbsp;&nbsp; 83798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 *(a)* | 200000 | 172414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 *(a)* | 200000 | 175080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 *(a)* | 100000 | &nbsp;&nbsp; 79346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 *(a)* | 100000 | &nbsp;&nbsp; 71763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 *(a)* | 200000 | 151066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 *(a)* | 150000 | 104919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 *(a)* | 200000 | 183446 |
| **Canadian National Railway Co.** | **Canadian National Railway Co.** | **Canadian National Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/26 *(a)* | 100000 | &nbsp;&nbsp; 94616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 07/15/28  | 150000 | 166758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 06/01/36  | 150000 | 165700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 *(a)* | 150000 | 112049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 *(a)* | 100000 | &nbsp;&nbsp; 81902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 *(a)* | 150000 | 136332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 *(a)* | 200000 | 129600 |
| **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 12/02/24 *(a)* | 300000 | 278973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/01/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 *(a)* | 200000 | 179210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 *(a)* | 100000 | &nbsp;&nbsp; 97352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 *(a)* | 100000 | &nbsp;&nbsp; 82856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 *(a)* | 300000 | 250884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/37  | 100000 | 104519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 *(a)* | 200000 | 153982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 *(a)* | 100000 | &nbsp;&nbsp; 92012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 *(a)* | 400000 | 281808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/15 *(a)* | 100000 | 101570 |
| **CH Robinson Worldwide, Inc.** | **CH Robinson Worldwide, Inc.** | **CH Robinson Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/28 *(a)* | 150000 | 142953 |
| **CSX Corp.** | **CSX Corp.** | **CSX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/01/24 *(a)* | 150000 | 146883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/01/26 *(a)* | 100000 | &nbsp;&nbsp; 93314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 *(a)* | 150000 | 141700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 *(a)* | 200000 | 192562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 *(a)* | 150000 | 145237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 *(a)* | 100000 | &nbsp;&nbsp; 85703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 04/30/40  | 250000 | 276440 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 *(a)* | 150000 | 140235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 *(a)* | 200000 | 171738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 *(a)* | 100000 | &nbsp;&nbsp; 80517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 *(a)* | 200000 | 174762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 *(a)* | 100000 | &nbsp;&nbsp; 92373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 *(a)* | 150000 | 133443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 *(a)* | 100000 | &nbsp;&nbsp; 74232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 79501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 *(a)* | 200000 | 162970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 *(a)* | 100000 | &nbsp;&nbsp; 62811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 *(a)* | 100000 | &nbsp;&nbsp; 87763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 *(a)* | 200000 | 161256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43345 |
| **Delta Air Lines 2019-1 Class AA Pass-Through Trust** | **Delta Air Lines 2019-1 Class AA Pass-Through Trust** | **Delta Air Lines 2019-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/25/25  | 100000 | &nbsp;&nbsp; 96162 |
| **Delta Air Lines 2020-1 Class AA Pass-Through Trust** | **Delta Air Lines 2020-1 Class AA Pass-Through Trust** | **Delta Air Lines 2020-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/10/29  | &nbsp;&nbsp; 88041 | &nbsp;&nbsp; 76089 |
| **FedEx Corp.** | **FedEx Corp.** | **FedEx Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/26 *(a)* | 150000 | 143836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/28 *(a)* | 150000 | 139863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 *(a)* | 200000 | 177246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 *(a)* | 150000 | 122885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/34  | 150000 | 144022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/01/35  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/20/35  | 223264 | 182197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/01/42  | 150000 | 118233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/43  | 100000 | &nbsp;&nbsp; 79530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/44  | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 67967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/01/45  | 150000 | 118032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 *(a)* | 300000 | 261576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 *(a)* | 150000 | 124119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 *(a)* | 100000 | &nbsp;&nbsp; 80951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 *(a)* | 150000 | 115874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/17/48 *(a)* | 150000 | 132563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/50 *(a)(f)* | 300000 | 277017 |
| **GXO Logistics, Inc.** | **GXO Logistics, Inc.** | **GXO Logistics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/15/26 *(a)* | 150000 | 129735 |
| **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/01/26 *(a)* | 150000 | 146199 |
| **JetBlue 2019-1 Class AA Pass-Through Trust** | **JetBlue 2019-1 Class AA Pass-Through Trust** | **JetBlue 2019-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/33  | &nbsp;&nbsp; 86588 | &nbsp;&nbsp; 72187 |
| **JetBlue 2020-1 Class A Pass-Through Trust** | **JetBlue 2020-1 Class A Pass-Through Trust** | **JetBlue 2020-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1A<br> 4.00%, 05/15/34 <br>| &nbsp;&nbsp; 86913 | &nbsp;&nbsp; 77372 |
| **Kansas City Southern** | **Kansas City Southern** | **Kansas City Southern** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 *(a)* | 150000 | 131034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 *(a)* | 100000 | &nbsp;&nbsp; 92393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 *(a)* | 150000 | 133787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 *(a)* | 100000 | &nbsp;&nbsp; 73193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 *(a)* | 100000 | &nbsp;&nbsp; 76620 |
| **Kirby Corp.** | **Kirby Corp.** | **Kirby Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/28 *(a)* | 100000 | &nbsp;&nbsp; 91332 |
| **Norfolk Southern Corp.** | **Norfolk Southern Corp.** | **Norfolk Southern Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/26 *(a)* | 200000 | 188330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 *(a)* | 150000 | 143791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 *(a)* | 100000 | &nbsp;&nbsp; 86873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 *(a)* | 130000 | 109833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 *(a)* | 150000 | 132542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 *(a)* | 150000 | 136775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 *(a)* | 200000 | 164440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 *(a)* | 100000 | &nbsp;&nbsp; 84388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 *(a)* | 100000 | &nbsp;&nbsp; 83616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 *(a)* | 100000 | &nbsp;&nbsp; 73886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 *(a)* | 200000 | 138934 |

---

**46** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 *(a)* | 100000 | &nbsp;&nbsp; 67158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 *(a)* | 150000 | 124808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 *(a)* | 300000 | 205584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/21 *(a)* | 100000 | &nbsp;&nbsp; 71503 |
| **Ryder System, Inc.** | **Ryder System, Inc.** | **Ryder System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/01/23 *(a)* | 150000 | 147954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/18/24 *(a)* | 100000 | &nbsp;&nbsp; 97934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/01/25 *(a)* | 150000 | 147630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/01/25 *(a)* | 150000 | 143050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 *(a)* | 100000 | &nbsp;&nbsp; 91806 |
| **Southwest Airlines Co.** | **Southwest Airlines Co.** | **Southwest Airlines Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/04/25 *(a)* | 220000 | 221390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/26 *(a)* | &nbsp;&nbsp; 95000 | &nbsp;&nbsp; 87849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 *(a)* | 300000 | 303417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/16/27 *(a)* | 100000 | &nbsp;&nbsp; 92952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 *(a)* | 150000 | 125394 |
| **Union Pacific Corp.** | **Union Pacific Corp.** | **Union Pacific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/25 *(a)* | 150000 | 147480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/26 *(a)* | 150000 | 143193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 *(a)* | 200000 | 187946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 *(a)* | 250000 | 242852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 *(a)* | 150000 | 143362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 *(a)* | 200000 | 173178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 *(a)* | 200000 | 170176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 *(a)* | 250000 | 218440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 *(a)* | 150000 | 130416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 *(a)* | 100000 | &nbsp;&nbsp; 84699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 *(a)* | 200000 | 160438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 *(a)* | 150000 | 128927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 *(a)* | 150000 | 126951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 *(a)* | 150000 | 125958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 *(a)* | 100000 | &nbsp;&nbsp; 87635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 *(a)* | 350000 | 261971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 *(a)* | 150000 | 123944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 *(a)* | 300000 | 233778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 *(a)* | 100000 | &nbsp;&nbsp; 81106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 *(a)* | 350000 | 278498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 *(a)* | 100000 | &nbsp;&nbsp; 74636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 *(a)* | 150000 | 100424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 *(a)* | 100000 | &nbsp;&nbsp; 80745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 *(a)* | 200000 | 149838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 *(a)* | 150000 | 114453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 *(a)* | 100000 | &nbsp;&nbsp; 76719 |
| **United Airlines 2012-1 Class A Pass-Through Trust** | **United Airlines 2012-1 Class A Pass-Through Trust** | **United Airlines 2012-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/11/25  | &nbsp;&nbsp; 79863 | &nbsp;&nbsp; 76921 |
| **United Airlines 2014-1 Class A Pass-Through Trust** | **United Airlines 2014-1 Class A Pass-Through Trust** | **United Airlines 2014-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/11/27  | &nbsp;&nbsp; 88296 | &nbsp;&nbsp; 81675 |
| **United Airlines 2014-2 Class A Pass-Through Trust** | **United Airlines 2014-2 Class A Pass-Through Trust** | **United Airlines 2014-2 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/03/28  | &nbsp;&nbsp; 91190 | &nbsp;&nbsp; 83320 |
| **United Airlines 2016-1 Class AA Pass-Through Trust** | **United Airlines 2016-1 Class AA Pass-Through Trust** | **United Airlines 2016-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/07/30  | 110425 | &nbsp;&nbsp; 97943 |
| **United Airlines 2016-2 Class AA Pass-Through Trust** | **United Airlines 2016-2 Class AA Pass-Through Trust** | **United Airlines 2016-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/07/30  | &nbsp;&nbsp; 73569 | &nbsp;&nbsp; 62247 |
| **United Airlines 2018-1 Class AA Pass-Through Trust** | **United Airlines 2018-1 Class AA Pass-Through Trust** | **United Airlines 2018-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/31  | 121367 | 103344 |
| **United Airlines 2019-1 Class AA Pass-Through Trust** | **United Airlines 2019-1 Class AA Pass-Through Trust** | **United Airlines 2019-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/25/33  | &nbsp;&nbsp; 77321 | &nbsp;&nbsp; 69201 |
| **United Airlines 2019-2 Class AA Pass-Through Trust** | **United Airlines 2019-2 Class AA Pass-Through Trust** | **United Airlines 2019-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 11/01/33  | &nbsp;&nbsp; 88452 | &nbsp;&nbsp; 69911 |
| **United Airlines 2020-1 Class A Pass-Through Trust** | **United Airlines 2020-1 Class A Pass-Through Trust** | **United Airlines 2020-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/15/29  | 395192 | 387675 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **United Airlines 2020-1 Class B Pass-Through Trust** | **United Airlines 2020-1 Class B Pass-Through Trust** | **United Airlines 2020-1 Class B Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/15/27  | 114300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107715 |
| **United Parcel Service, Inc.** | **United Parcel Service, Inc.** | **United Parcel Service, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 01/15/38  | 295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/50 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319881 |
|  |  | **23534802** |
|  |  | **588429438** |
| **Utility 2.0%** | **Utility 2.0%** | **Utility 2.0%** |
| ***Electric 1.8%***  | ***Electric 1.8%***  | ***Electric 1.8%***  |
| **AEP Texas, Inc.** | **AEP Texas, Inc.** | **AEP Texas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 07/01/30 *(a)* | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196196 |
| **AEP Transmission Co. LLC** | **AEP Transmission Co. LLC** | **AEP Transmission Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77194 |
| **Alabama Power Co.** | **Alabama Power Co.** | **Alabama Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/15/30 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/39  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 12/01/42  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/44 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/15/48 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103596 |
| **Ameren Corp.** | **Ameren Corp.** | **Ameren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178640 |
| **Ameren Illinois Co.** | **Ameren Illinois Co.** | **Ameren Illinois Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/51 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67333 |
| **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/13/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/01/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/50 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/62 *(a)(b)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115545 |
| **Appalachian Power Co.** | **Appalachian Power Co.** | **Appalachian Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/01/31 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 04/01/38  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/50 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148600 |

---

**47**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Arizona Public Service Co.** | **Arizona Public Service Co.** | **Arizona Public Service Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 *(a)* | 100000 | &nbsp;&nbsp; 83994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 *(a)* | 150000 | 124668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/49 *(a)* | 100000 | &nbsp;&nbsp; 78828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 *(a)* | 250000 | 169450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/50 *(a)* | 150000 | &nbsp;&nbsp; 91241 |
| **Atlantic City Electric Co.** | **Atlantic City Electric Co.** | **Atlantic City Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 *(a)* | 100000 | &nbsp;&nbsp; 95594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 82288 |
| **Avangrid, Inc.** | **Avangrid, Inc.** | **Avangrid, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/01/24 *(a)* | 150000 | 144160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/15/25 *(a)* | 150000 | 143934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/29 *(a)* | 100000 | &nbsp;&nbsp; 91984 |
| **Avista Corp.** | **Avista Corp.** | **Avista Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 *(a)* | 100000 | &nbsp;&nbsp; 84682 |
| **Baltimore Gas & Electric Co.** | **Baltimore Gas & Electric Co.** | **Baltimore Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/01/36  | 100000 | 108760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 *(a)* | 150000 | 114620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 *(a)* | 150000 | 108662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 *(a)* | 100000 | &nbsp;&nbsp; 91254 |
| **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/25 *(a)* | 400000 | 396908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 *(a)* | 150000 | 140365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 *(a)* | 150000 | 139461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 04/01/36  | 298000 | 318613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/37  | 200000 | 210436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 *(a)* | 100000 | &nbsp;&nbsp; 96453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 *(a)* | 250000 | 222127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 *(a)* | 150000 | 118679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 *(a)* | 100000 | &nbsp;&nbsp; 88332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 *(a)* | 200000 | 170906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 *(a)* | 250000 | 167267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 *(a)(c)* | 200000 | 181490 |
| **Black Hills Corp.** | **Black Hills Corp.** | **Black Hills Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/27 *(a)* | 350000 | 325402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 40421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 *(a)* | 150000 | 133902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 *(a)* | 100000 | &nbsp;&nbsp; 72613 |
| **CenterPoint Energy Houston Electric LLC** | **CenterPoint Energy Houston Electric LLC** | **CenterPoint Energy Houston Electric LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/27 *(a)* | 150000 | 142822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 *(a)* | 250000 | 229987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/49 *(a)* | 100000 | &nbsp;&nbsp; 88208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/01/50 *(a)* | 200000 | 137594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/51 *(a)* | 150000 | 113585 |
| **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/24 *(a)* | 250000 | 238637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/01/28 *(a)* | &nbsp;&nbsp; 45000 | &nbsp;&nbsp; 42821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 *(a)* | 100000 | &nbsp;&nbsp; 86929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/01/49 *(a)* | 100000 | &nbsp;&nbsp; 75977 |
| **Cleco Corporate Holdings LLC** | **Cleco Corporate Holdings LLC** | **Cleco Corporate Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 05/01/26 *(a)* | 150000 | 141798 |
| **CMS Energy Corp.** | **CMS Energy Corp.** | **CMS Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 *(a)* | 100000 | &nbsp;&nbsp; 93226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/44 *(a)* | 100000 | &nbsp;&nbsp; 90530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/50 *(a)(b)* | 100000 | &nbsp;&nbsp; 84290 |
| **Commonwealth Edison Co.** | **Commonwealth Edison Co.** | **Commonwealth Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/26 *(a)* | 100000 | &nbsp;&nbsp; 93720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/27 *(a)* | 150000 | 139354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 *(a)* | 100000 | &nbsp;&nbsp; 84800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/36  | 150000 | 160365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 *(a)* | 100000 | &nbsp;&nbsp; 82737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 *(a)* | 100000 | &nbsp;&nbsp; 91941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 *(a)* | 100000 | &nbsp;&nbsp; 79161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 *(a)* | 100000 | &nbsp;&nbsp; 86837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 *(a)* | 100000 | &nbsp;&nbsp; 77783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 *(a)* | 150000 | 119234 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 *(a)* | 150000 | 125940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 *(a)* | 150000 | 124035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/49 *(a)* | 100000 | &nbsp;&nbsp; 72635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 *(a)* | 150000 | 106446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/51 *(a)* | 200000 | 141562 |
| **Connecticut Light & Power Co.** | **Connecticut Light & Power Co.** | **Connecticut Light & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 12/01/25 *(a)* | 200000 | 179094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/01/31 *(a)* | 100000 | &nbsp;&nbsp; 81739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 *(a)* | 200000 | 170056 |
| **Consolidated Edison Co. of New York, Inc.** | **Consolidated Edison Co. of New York, Inc.** | **Consolidated Edison Co. of New York, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/28 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/30 *(a)* | 200000 | 181484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 *(a)* | 200000 | 166120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/35  | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 80317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/36  | 150000 | 154230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/39  | 200000 | 198364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/42  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 42306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 *(a)* | 230000 | 202112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 *(a)* | 150000 | 131255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 *(a)* | 200000 | 160580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/47 *(a)* | 150000 | 118544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/48 *(a)* | 100000 | &nbsp;&nbsp; 88541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/49 *(a)* | 100000 | &nbsp;&nbsp; 81875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/50 *(a)* | 150000 | 123002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 *(a)* | 100000 | &nbsp;&nbsp; 86710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/01/56 *(a)* | 150000 | 122508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/57 *(a)* | 100000 | &nbsp;&nbsp; 77789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 *(a)* | 100000 | &nbsp;&nbsp; 84981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 *(a)* | 100000 | &nbsp;&nbsp; 76686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/01/60 *(a)* | 100000 | &nbsp;&nbsp; 64228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 *(a)* | 200000 | 148418 |
| **Consolidated Edison, Inc.** | **Consolidated Edison, Inc.** | **Consolidated Edison, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 12/01/23 *(a)* | 250000 | 240082 |
| **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/25 *(a)* | 250000 | 240217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/01/39  | 262000 | 273387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 *(a)* | 100000 | &nbsp;&nbsp; 97786 |
| **Consumers Energy Co.** | **Consumers Energy Co.** | **Consumers Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 *(a)* | 330000 | 277299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 *(a)* | 100000 | &nbsp;&nbsp; 84677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 *(a)* | 100000 | &nbsp;&nbsp; 89126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 *(a)* | 200000 | 154688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/60 *(a)* | 200000 | 117736 |
| **Dominion Energy South Carolina, Inc.** | **Dominion Energy South Carolina, Inc.** | **Dominion Energy South Carolina, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/33  | 150000 | 153664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 01/15/38  | 100000 | 107032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 *(a)* | 100000 | 100213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 *(a)* | 100000 | &nbsp;&nbsp; 95016 |
| **Dominion Energy, Inc.** | **Dominion Energy, Inc.** | **Dominion Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 08/15/24  | 150000 | 144616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/25 *(a)* | 150000 | 146380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/15/26 *(a)* | 200000 | 179892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/15/26 *(a)* | 150000 | 139214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 *(a)* | 150000 | 144045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 *(a)* | 350000 | 311094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/01/33  | 180000 | 178205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/35  | 100000 | 101975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/38  | 100000 | 109072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/01/41 *(a)* | 100000 | &nbsp;&nbsp; 90733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/42 *(a)* | 100000 | &nbsp;&nbsp; 80019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 43711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp; 86369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/54 *(a)(b)* | 150000 | 141370 |
| **DTE Electric Co.** | **DTE Electric Co.** | **DTE Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 *(a)* | 150000 | 127280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/01/31 *(a)* | 300000 | 257448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 *(a)* | 250000 | 202987 |

---

**48** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 *(a)* | 150000 | 120291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 *(a)* | 100000 | &nbsp;&nbsp; 84648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 *(a)* | 150000 | 125505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 *(a)* | 100000 | &nbsp;&nbsp; 69982 |
| **DTE Energy Co.** | **DTE Energy Co.** | **DTE Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 10/01/24  | 100000 | &nbsp;&nbsp; 95641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 11/01/24 *(g)* | 200000 | 196630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 06/01/25 *(a)* | 200000 | 181330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/01/26 *(a)* | 200000 | 185960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 *(a)* | 100000 | &nbsp;&nbsp; 89748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 *(a)* | 100000 | &nbsp;&nbsp; 86048 |
| **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 12/01/26 *(a)* | 150000 | 142911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 *(a)* | 150000 | 145024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 *(a)* | 150000 | 130490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 *(a)* | 100000 | &nbsp;&nbsp; 86193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 10/15/32  | 230000 | 251054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 04/15/38  | 150000 | 159594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/40  | 150000 | 151737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 *(a)* | 155000 | 136061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 *(a)* | 150000 | 120186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 *(a)* | 100000 | &nbsp;&nbsp; 80505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 150000 | 117335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp; 82239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 *(a)* | 150000 | 108561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 *(a)* | 150000 | 113013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 *(a)* | 100000 | &nbsp;&nbsp; 77249 |
| **Duke Energy Corp.** | **Duke Energy Corp.** | **Duke Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/24 *(a)* | 205000 | 202050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 09/15/25 *(a)* | 200000 | 180782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/01/26 *(a)* | 300000 | 279066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 *(a)* | 200000 | 186106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 *(a)* | 175000 | 168934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 *(a)* | 250000 | 209702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 *(a)* | 200000 | 165416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/32 *(a)* | 200000 | 190124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 *(a)* | 200000 | 178110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 *(a)* | 250000 | 189055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 *(a)* | 100000 | &nbsp;&nbsp; 77636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 *(a)* | 100000 | &nbsp;&nbsp; 80771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 *(a)* | 200000 | 144076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 *(a)* | 200000 | 182248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/82 *(a)(b)* | 100000 | &nbsp;&nbsp; 71199 |
| **Duke Energy Florida LLC** | **Duke Energy Florida LLC** | **Duke Energy Florida LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/27 *(a)* | 255000 | 242709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 *(a)* | 150000 | 143662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 *(a)* | 250000 | 201812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 *(a)* | 100000 | &nbsp;&nbsp; 82568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 09/15/37  | 150000 | 163992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/48 *(a)* | 150000 | 128337 |
| **Duke Energy Indiana LLC** | **Duke Energy Indiana LLC** | **Duke Energy Indiana LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 10/15/35  | 100000 | 104047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/15/38  | 200000 | 217526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/43 *(a)* | 100000 | &nbsp;&nbsp; 93371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 *(a)* | 150000 | 105377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 *(a)* | 100000 | &nbsp;&nbsp; 64661 |
| **Duke Energy Ohio, Inc.** | **Duke Energy Ohio, Inc.** | **Duke Energy Ohio, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/01/30 *(a)* | 150000 | 124058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/49 *(a)* | 150000 | 125442 |
| **Duke Energy Progress LLC** | **Duke Energy Progress LLC** | **Duke Energy Progress LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 *(a)* | 200000 | 191012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 *(a)* | 100000 | &nbsp;&nbsp; 85173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 *(a)* | 150000 | 127677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 *(a)* | 278000 | 235766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 *(a)* | 100000 | &nbsp;&nbsp; 85154 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 *(a)* | 250000 | 195237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 *(a)* | 150000 | &nbsp;&nbsp; 92697 |
| **Edison International** | **Edison International** | **Edison International** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 96322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/25 *(a)* | 100000 | &nbsp;&nbsp; 99072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 *(a)* | 100000 | 101379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 *(a)* | 100000 | &nbsp;&nbsp; 93036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 *(a)* | 100000 | 104900 |
| **El Paso Electric Co.** | **El Paso Electric Co.** | **El Paso Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/35  | &nbsp;&nbsp; 44000 | &nbsp;&nbsp; 44148 |
| **Emera US Finance LP** | **Emera US Finance LP** | **Emera US Finance LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/15/26 *(a)* | 150000 | 141355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/46 *(a)* | 250000 | 200237 |
| **Enel Americas S.A.** | **Enel Americas S.A.** | **Enel Americas S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/25/26 *(a)* | 100000 | &nbsp;&nbsp; 95096 |
| **Enel Chile S.A.** | **Enel Chile S.A.** | **Enel Chile S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/12/28 *(a)* | 100000 | &nbsp;&nbsp; 96364 |
| **Enel Generacion Chile S.A.** | **Enel Generacion Chile S.A.** | **Enel Generacion Chile S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98807 |
| **Entergy Arkansas LLC** | **Entergy Arkansas LLC** | **Entergy Arkansas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/01/24 *(a)* | 200000 | 197006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 *(a)* | 150000 | 127079 |
| **Entergy Corp.** | **Entergy Corp.** | **Entergy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 09/15/25 *(a)* | 250000 | 223625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/26 *(a)* | 300000 | 280713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 *(a)* | 150000 | 127515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 *(a)* | 100000 | &nbsp;&nbsp; 84362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 *(a)* | 150000 | 120236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/50 *(a)* | 150000 | 113031 |
| **Entergy Louisiana LLC** | **Entergy Louisiana LLC** | **Entergy Louisiana LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/01/24 *(a)* | 200000 | 185770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/01/26 *(a)* | 150000 | 137820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/28 *(a)* | 150000 | 137972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 *(a)* | 100000 | &nbsp;&nbsp; 80577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 *(a)* | 100000 | &nbsp;&nbsp; 91640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 *(a)* | 100000 | &nbsp;&nbsp; 75714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 *(a)* | 100000 | &nbsp;&nbsp; 84258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 *(a)* | 150000 | 124587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 *(a)* | 200000 | 132820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 *(a)* | 100000 | &nbsp;&nbsp; 91306 |
| **Entergy Mississippi LLC** | **Entergy Mississippi LLC** | **Entergy Mississippi LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 *(a)* | 100000 | &nbsp;&nbsp; 78435 |
| **Entergy Texas, Inc.** | **Entergy Texas, Inc.** | **Entergy Texas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 *(a)* | 150000 | 118469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 *(a)* | 100000 | &nbsp;&nbsp; 88183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 *(a)* | 100000 | &nbsp;&nbsp; 73876 |
| **Evergy Kansas Central, Inc.** | **Evergy Kansas Central, Inc.** | **Evergy Kansas Central, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/01/27 *(a)* | 200000 | 187108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 *(a)* | 100000 | &nbsp;&nbsp; 84484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 *(a)* | 100000 | &nbsp;&nbsp; 83093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 *(a)* | 100000 | &nbsp;&nbsp; 71051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 36875 |
| **Evergy Metro, Inc.** | **Evergy Metro, Inc.** | **Evergy Metro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 *(a)* | 100000 | &nbsp;&nbsp; 82021 |
| **Evergy, Inc.** | **Evergy, Inc.** | **Evergy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/15/24 *(a)* | 200000 | 190204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 *(a)* | 250000 | 216357 |
| **Eversource Energy** | **Eversource Energy** | **Eversource Energy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/01/23 *(a)* | 150000 | 148341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/25 *(a)* | 130000 | 125206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/25 *(a)* | 200000 | 178358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/15/28 *(a)* | 100000 | &nbsp;&nbsp; 92474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/29 *(a)* | 150000 | 142881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/30 *(a)* | 250000 | 196520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 83312 |

---

**49**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 *(a)* | 150000 | 132150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 *(a)* | 150000 | 111327 |
| **Exelon Corp.** | **Exelon Corp.** | **Exelon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/25 *(a)* | 250000 | 245295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/15/26 *(a)* | 150000 | 143790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 *(a)* | 300000 | 283287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 *(a)(c)* | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 77924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/35  | 200000 | 204974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 *(a)* | 200000 | 171510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 89173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 *(a)(c)* | 150000 | 123027 |
| **Florida Power & Light Co.** | **Florida Power & Light Co.** | **Florida Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/25 *(a)* | 150000 | 144135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/25 *(a)* | 150000 | 144729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 *(a)* | 300000 | 252762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/34  | 150000 | 158203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/37  | 100000 | 103317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.96%, 04/01/39  | 200000 | 216196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 03/01/40  | 150000 | 157618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 *(a)* | 150000 | 151011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 *(a)* | 100000 | &nbsp;&nbsp; 87493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 *(a)* | 150000 | 129951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 100000 | &nbsp;&nbsp; 81613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 *(a)* | 100000 | &nbsp;&nbsp; 84724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 *(a)* | 150000 | 130127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 *(a)* | 100000 | &nbsp;&nbsp; 84967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 *(a)* | 100000 | &nbsp;&nbsp; 73822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 *(a)* | 200000 | 139620 |
| **Fortis, Inc.** | **Fortis, Inc.** | **Fortis, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 10/04/26 *(a)* | 305000 | 284574 |
| **Georgia Power Co.** | **Georgia Power Co.** | **Georgia Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/15/24 *(a)* | 200000 | 191118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/29 *(a)* | 150000 | 129162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/40  | 150000 | 138851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/42  | 150000 | 131486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/43  | 100000 | &nbsp;&nbsp; 86553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/50 *(a)* | 100000 | &nbsp;&nbsp; 76442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/51 *(a)* | 100000 | &nbsp;&nbsp; 71078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 *(a)* | 200000 | 194084 |
| **Iberdrola International BV** | **Iberdrola International BV** | **Iberdrola International BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/15/36  | 100000 | 106220 |
| **Idaho Power Co.** | **Idaho Power Co.** | **Idaho Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 *(a)* | 150000 | 123420 |
| **Indiana Michigan Power Co.** | **Indiana Michigan Power Co.** | **Indiana Michigan Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/46 *(a)* | 100000 | &nbsp;&nbsp; 85890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/47 *(a)* | 100000 | &nbsp;&nbsp; 75556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 *(a)* | 100000 | &nbsp;&nbsp; 82800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 *(a)* | 150000 | 103680 |
| **Interstate Power & Light Co.** | **Interstate Power & Light Co.** | **Interstate Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp; 96655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 *(a)* | 200000 | 165518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/39  | 150000 | 158295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/49 *(a)* | 100000 | &nbsp;&nbsp; 73917 |
| **ITC Holdings Corp.** | **ITC Holdings Corp.** | **ITC Holdings Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/26 *(a)* | 100000 | &nbsp;&nbsp; 93996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 07/01/43 *(a)* | 100000 | &nbsp;&nbsp; 91769 |
| **Kentucky Utilities Co.** | **Kentucky Utilities Co.** | **Kentucky Utilities Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 *(a)* | 100000 | &nbsp;&nbsp; 96203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 *(a)* | 100000 | &nbsp;&nbsp; 86042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp; 72429 |
| **Louisville Gas & Electric Co.** | **Louisville Gas & Electric Co.** | **Louisville Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/49 *(a)* | 100000 | &nbsp;&nbsp; 84107 |
| **MidAmerican Energy Co.** | **MidAmerican Energy Co.** | **MidAmerican Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 *(a)* | 200000 | 189336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/30/31  | 100000 | 113818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 *(a)* | 100000 | &nbsp;&nbsp; 93945 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 *(a)* | 100000 | &nbsp;&nbsp; 88938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 *(a)* | 100000 | &nbsp;&nbsp; 85767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 41559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 *(a)* | 150000 | 119202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 *(a)* | 150000 | 130977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 72409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 *(a)* | 200000 | 132324 |
| **Mississippi Power Co.** | **Mississippi Power Co.** | **Mississippi Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/42  | 100000 | &nbsp;&nbsp; 82828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 07/30/51 *(a)* | 100000 | &nbsp;&nbsp; 65885 |
| **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 02/08/24  | 100000 | &nbsp;&nbsp; 94963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/18/24  | 200000 | 186032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/25 *(a)* | 250000 | 239555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 *(a)* | 200000 | 187168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 *(a)* | 250000 | 231547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 *(a)* | 150000 | 126801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 03/15/31 *(a)* | 150000 | 112877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/15/31 *(a)* | 200000 | 153692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 *(a)* | 150000 | 137643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 *(a)* | 100000 | &nbsp;&nbsp; 85305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp; 85205 |
| **Nevada Power Co.** | **Nevada Power Co.** | **Nevada Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/29 *(a)* | 250000 | 235670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/37  | 100000 | 110507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/01/50 *(a)* | 100000 | &nbsp;&nbsp; 68425 |
| **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 03/21/24 *(a)* | 250000 | 242672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/20/24  | 150000 | 148090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 09/01/24  | 275000 | 271524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/20/25  | 250000 | 248985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 *(a)* | 250000 | 237257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 *(a)* | 200000 | 198898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 *(a)* | 300000 | 257637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 *(a)* | 150000 | 137919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 *(a)* | 150000 | 130994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 300000 | 249702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 *(a)* | 200000 | 163438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 *(a)* | 200000 | 199944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 *(a)* | 100000 | &nbsp;&nbsp; 68641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/01/77 *(a)(b)* | 150000 | 121151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/82 *(a)(b)* | 100000 | &nbsp;&nbsp; 77902 |
| **Northern States Power Co.** | **Northern States Power Co.** | **Northern States Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/39  | 100000 | 102738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 *(a)* | 250000 | 198407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 *(a)* | 150000 | 125733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 *(a)* | 150000 | 118644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 *(a)* | 150000 | 105099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 *(a)* | 100000 | &nbsp;&nbsp; 73296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 *(a)* | 100000 | &nbsp;&nbsp; 92472 |
| **NSTAR Electric Co.** | **NSTAR Electric Co.** | **NSTAR Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/40  | 250000 | 255470 |
| **Oglethorpe Power Corp.** | **Oglethorpe Power Corp.** | **Oglethorpe Power Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/39  | 100000 | &nbsp;&nbsp; 97102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/01/40  | 200000 | 182652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 *(a)(c)* | 100000 | &nbsp;&nbsp; 81296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 *(a)* | 100000 | &nbsp;&nbsp; 73569 |
| **Ohio Edison Co.** | **Ohio Edison Co.** | **Ohio Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 07/15/36  | 100000 | 110310 |
| **Ohio Power Co.** | **Ohio Power Co.** | **Ohio Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/01/30 *(a)* | 100000 | &nbsp;&nbsp; 86098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/15/31 *(a)* | 150000 | 116694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 39809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/51 *(a)* | 150000 | &nbsp;&nbsp; 99884 |

---

**50** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Oklahoma Gas & Electric Co.** | **Oklahoma Gas & Electric Co.** | **Oklahoma Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/28 *(a)* | 100000 | &nbsp;&nbsp; 94460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 *(a)* | 100000 | &nbsp;&nbsp; 89459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 *(a)* | 150000 | 133124 |
| **Oncor Electric Delivery Co., LLC** | **Oncor Electric Delivery Co., LLC** | **Oncor Electric Delivery Co., LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/24 *(a)* | 250000 | 242412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/01/25 *(a)* | 250000 | 222772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 *(a)* | 100000 | &nbsp;&nbsp; 94906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/32 *(a)(c)* | 100000 | &nbsp;&nbsp; 95994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/30/40  | 150000 | 150448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 *(a)* | 380000 | 353389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 *(a)* | &nbsp;&nbsp; 37000 | &nbsp;&nbsp; 37471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 *(a)* | 100000 | &nbsp;&nbsp; 81408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 *(a)* | 150000 | 108452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/50 *(a)* | 100000 | &nbsp;&nbsp; 80797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 *(a)* | 100000 | &nbsp;&nbsp; 66113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 *(a)(c)* | 100000 | &nbsp;&nbsp; 94384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 *(a)* | &nbsp;&nbsp; 78000 | &nbsp;&nbsp; 80664 |
| **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/24 *(a)* | 200000 | 191418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/01/25  | 200000 | 189638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/01/26  | 325000 | 301577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/26 *(a)* | 200000 | 183158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 *(a)* | 200000 | 171178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 *(a)* | 250000 | 220985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 *(a)* | 150000 | 130133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/28  | 200000 | 178096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 *(a)* | 550000 | 504471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 *(a)* | 450000 | 354046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 *(a)* | 150000 | 123699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 *(a)* | 100000 | &nbsp;&nbsp; 98241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 *(a)* | 450000 | 359982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 *(a)* | 250000 | 175715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 *(a)* | 150000 | 115794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 *(a)* | 200000 | 157156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 *(a)* | 200000 | 146500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 *(a)* | 100000 | &nbsp;&nbsp; 69888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 *(a)* | 200000 | 139948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 *(a)* | 550000 | 439895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 *(a)* | 350000 | 228536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 *(a)* | 100000 | &nbsp;&nbsp; 84141 |
| **PacifiCorp** | **PacifiCorp** | **PacifiCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/29 *(a)* | 150000 | 138381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/15/37  | 100000 | 107208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/39  | 130000 | 136917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 *(a)* | 150000 | 124865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 *(a)* | 150000 | 126560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 *(a)* | 100000 | &nbsp;&nbsp; 73013 |
| **PECO Energy Co.** | **PECO Energy Co.** | **PECO Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 *(a)* | 100000 | &nbsp;&nbsp; 86194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 *(a)* | 150000 | 123774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 *(a)* | 100000 | &nbsp;&nbsp; 69857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 *(a)* | 100000 | &nbsp;&nbsp; 66963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 *(a)* | 150000 | 105864 |
| **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 06/15/25 *(a)* | 175000 | 159537 |
| **Potomac Electric Power Co.** | **Potomac Electric Power Co.** | **Potomac Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/24 *(a)* | 150000 | 147949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/37  | 150000 | 166576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 *(a)* | 100000 | &nbsp;&nbsp; 85762 |
| **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/26 *(a)* | 150000 | 140445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/30 *(a)* | 200000 | 185868 |
| **PPL Electric Utilities Corp.** | **PPL Electric Utilities Corp.** | **PPL Electric Utilities Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 *(a)* | 100000 | &nbsp;&nbsp; 84434 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 *(a)* | 150000 | 124781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 *(a)* | 100000 | &nbsp;&nbsp; 85261 |
| **Progress Energy, Inc.** | **Progress Energy, Inc.** | **Progress Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/31  | 150000 | 172495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/39  | 100000 | 101782 |
| **Public Service Co. of Colorado** | **Public Service Co. of Colorado** | **Public Service Co. of Colorado** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/15/31 *(a)* | 150000 | 121608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 *(a)* | 150000 | 121308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/01/37  | 100000 | 111533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 *(a)* | 100000 | &nbsp;&nbsp; 80387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 *(a)* | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 35095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 *(a)* | 200000 | 160914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 *(a)* | 100000 | &nbsp;&nbsp; 83600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/50 *(a)* | 100000 | &nbsp;&nbsp; 73111 |
| **Public Service Co. of New Hampshire** | **Public Service Co. of New Hampshire** | **Public Service Co. of New Hampshire** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/31 *(a)* | 100000 | &nbsp;&nbsp; 82908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 39144 |
| **Public Service Co. of Oklahoma** | **Public Service Co. of Oklahoma** | **Public Service Co. of Oklahoma** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 *(a)* | 100000 | &nbsp;&nbsp; 81144 |
| **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 03/15/26 *(a)* | 250000 | 223397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/26 *(a)* | 150000 | 137360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 *(a)* | 100000 | &nbsp;&nbsp; 91726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 *(a)* | 250000 | 202755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 *(a)* | 150000 | 127788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 *(a)* | 150000 | 122714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 *(a)* | 100000 | &nbsp;&nbsp; 77971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 *(a)* | 150000 | 121743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 *(a)* | 100000 | &nbsp;&nbsp; 72221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 *(a)* | 150000 | &nbsp;&nbsp; 99381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/01/50 *(a)* | 200000 | 114450 |
| **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/24 *(a)* | 200000 | 193342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/25 *(a)* | 250000 | 225010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 *(a)* | 200000 | 156770 |
| **Puget Energy, Inc.** | **Puget Energy, Inc.** | **Puget Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 *(a)* | 250000 | 226502 |
| **Puget Sound Energy, Inc.** | **Puget Sound Energy, Inc.** | **Puget Sound Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 03/15/37  | 362000 | 379854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 *(a)* | 100000 | &nbsp;&nbsp; 83846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 *(a)* | 100000 | &nbsp;&nbsp; 69744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 *(a)* | 100000 | &nbsp;&nbsp; 65457 |
| **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/26 *(a)* | 150000 | 140073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/01/30 *(a)* | 200000 | 160626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/39  | 150000 | 158031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/40  | 100000 | &nbsp;&nbsp; 91259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 *(a)* | 100000 | &nbsp;&nbsp; 85243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/49 *(a)* | 100000 | &nbsp;&nbsp; 83552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.32%, 04/15/50 *(a)* | 100000 | &nbsp;&nbsp; 72992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/51 *(a)* | 150000 | 105050 |
| **Southern California Edison Co.** | **Southern California Edison Co.** | **Southern California Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/25 *(a)* | 200000 | 194584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 02/01/26 *(a)* | 250000 | 223132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 *(a)* | 150000 | 155091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/28 *(a)* | 250000 | 234897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 *(a)* | 100000 | &nbsp;&nbsp; 95423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 *(a)* | 100000 | &nbsp;&nbsp; 87904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 150000 | 124686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/34  | 150000 | 158379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/15/37  | 150000 | 148041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/38  | 100000 | 102419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/40  | 100000 | &nbsp;&nbsp; 98163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 *(a)* | 150000 | 129894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 *(a)* | 100000 | &nbsp;&nbsp; 80736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/43 *(a)* | 150000 | 117786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 *(a)* | 150000 | 132860 |

---

**51**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/45 *(a)* | 100000 | &nbsp;&nbsp; 73676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 *(a)* | 300000 | 237429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/48 *(a)* | 250000 | 203095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/49 *(a)* | 100000 | &nbsp;&nbsp; 88834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 *(a)* | 200000 | 149414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/01/51 *(a)* | 200000 | 131910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 *(a)* | 100000 | &nbsp;&nbsp; 75065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 *(a)* | 100000 | &nbsp;&nbsp; 74176 |
| **Southern Power Co.** | **Southern Power Co.** | **Southern Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/25 *(a)* | 100000 | &nbsp;&nbsp; 98702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 01/15/26 *(a)* | 150000 | 132639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/43  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 45454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/15/46 *(a)* | 100000 | &nbsp;&nbsp; 86836 |
| **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/15/26 *(a)* | 150000 | 134859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/26 *(a)* | 150000 | 137411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/28 *(a)* | 150000 | 144042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/40  | 100000 | 102989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/45 *(a)* | 150000 | 115245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/01/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 37586 |
| **Southwestern Public Service Co.** | **Southwestern Public Service Co.** | **Southwestern Public Service Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/41 *(a)* | 150000 | 133754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 *(a)* | 150000 | 110963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 *(a)* | 100000 | &nbsp;&nbsp; 76826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 *(a)* | 150000 | 106467 |
| **Tampa Electric Co.** | **Tampa Electric Co.** | **Tampa Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp; 82587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 *(a)* | 200000 | 165568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 *(a)* | 250000 | 209445 |
| **The AES Corp.** | **The AES Corp.** | **The AES Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/15/26 *(a)* | 150000 | 134084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 *(a)* | 400000 | 319700 |
| **The Dayton Power & Light Co.** | **The Dayton Power & Light Co.** | **The Dayton Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/49 *(a)* | 100000 | &nbsp;&nbsp; 80392 |
| **The Southern Co.** | **The Southern Co.** | **The Southern Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 02/26/24 *(a)* | 200000 | 189550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/01/24  | 150000 | 147799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/01/26 *(a)* | 400000 | 380256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/30/30 *(a)* | 250000 | 227635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 *(a)* | 400000 | 339752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/51 *(a)(b)* | 250000 | 224522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/51 *(a)(b)* | 200000 | 160382 |
| **The Toledo Edison Co.** | **The Toledo Edison Co.** | **The Toledo Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/15/37  | 100000 | 105685 |
| **Tucson Electric Power Co.** | **Tucson Electric Power Co.** | **Tucson Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/30 *(a)* | 200000 | 154930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 44130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 *(a)* | 100000 | &nbsp;&nbsp; 78346 |
| **Union Electric Co.** | **Union Electric Co.** | **Union Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 *(a)* | 150000 | 139846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 *(a)* | 200000 | 177418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 *(a)* | 100000 | &nbsp;&nbsp; 79995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 *(a)* | &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 33288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 *(a)* | 250000 | 204657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 *(a)* | 100000 | &nbsp;&nbsp; 64063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 *(a)* | 150000 | 122987 |
| **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 250000 | 238362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/27 *(a)* | 150000 | 144388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 150000 | 143715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/15/29 *(a)* | 250000 | 222932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 *(a)* | 150000 | 122829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/37  | 150000 | 157707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 11/15/38  | 150000 | 199323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 *(a)* | 100000 | &nbsp;&nbsp; 82546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/43 *(a)* | 200000 | 180242 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/45 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/47 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 118299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 133436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 184055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 122248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/52 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89952 |
| **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 03/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 170016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79366 |
| **Wisconsin Electric Power Co.** | **Wisconsin Electric Power Co.** | **Wisconsin Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/30/32 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83812 |
| **Wisconsin Power & Light Co.** | **Wisconsin Power & Light Co.** | **Wisconsin Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75632 |
| **Wisconsin Public Service Corp.** | **Wisconsin Public Service Corp.** | **Wisconsin Public Service Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 12/01/42  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 195915 |
| **Xcel Energy, Inc.** | **Xcel Energy, Inc.** | **Xcel Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 241280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74661 |
|  |  | **75001593** |
| ***Natural Gas 0.1%***  | ***Natural Gas 0.1%***  | ***Natural Gas 0.1%***  |
| **Atmos Energy Corp.** | **Atmos Energy Corp.** | **Atmos Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 *(a)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 110045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 117502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 252675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 100280 |
| **CenterPoint Energy Resources Corp.** | **CenterPoint Energy Resources Corp.** | **CenterPoint Energy Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/28 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 01/15/41 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 102364 |
| **NiSource, Inc.** | **NiSource, Inc.** | **NiSource, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 08/15/25 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 316207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 236470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 192800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 *(a)* | &nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 *(a)* | 209000 | &nbsp;&nbsp;&nbsp;&nbsp; 186992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 170406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69493 |
| **ONE Gas, Inc.** | **ONE Gas, Inc.** | **ONE Gas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/11/24 *(a)* | &nbsp;&nbsp; 79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83881 |
| **Piedmont Natural Gas Co., Inc.** | **Piedmont Natural Gas Co., Inc.** | **Piedmont Natural Gas Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 138861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 11/01/46 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69279 |

---

**52** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Sempra Energy** | **Sempra Energy** | **Sempra Energy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/15/39  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/52 *(a)(b)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116537 |
| **Southern California Gas Co.** | **Southern California Gas Co.** | **Southern California Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/15/24 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/01/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79214 |
| **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/15/31 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/43 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81462 |
| **Southwest Gas Corp.** | **Southwest Gas Corp.** | **Southwest Gas Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72982 |
| **Spire Missouri, Inc.** | **Spire Missouri, Inc.** | **Spire Missouri, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/51 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69293 |
| **Washington Gas Light Co.** | **Washington Gas Light Co.** | **Washington Gas Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/46 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76976 |
|  |  | **5929647** |
| ***Utility Other 0.1%***  | ***Utility Other 0.1%***  | ***Utility Other 0.1%***  |
| **American Water Capital Corp.** | **American Water Capital Corp.** | **American Water Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 *(a)* | &nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146584 |
| **Essential Utilities, Inc.** | **Essential Utilities, Inc.** | **Essential Utilities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96092 |
|  |  | **2068260** |
|  |  | **82999500** |
| **Total Corporates**<br> **(Cost $1,175,084,258)** | **Total Corporates**<br> **(Cost $1,175,084,258)** | **1013811565** |
| **TREASURIES** 40.5% OF NET ASSETS | **TREASURIES** 40.5% OF NET ASSETS | **TREASURIES** 40.5% OF NET ASSETS |
| **Bonds** | **Bonds** | **Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/24  | &nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 02/15/25  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/26  | 1310800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1386427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 08/15/26  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/26  | &nbsp;&nbsp;&nbsp; 955300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1042695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/15/27  | &nbsp;&nbsp;&nbsp; 696400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/27  | &nbsp;&nbsp;&nbsp; 743300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/27  | 1509500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1664165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/28  | &nbsp;&nbsp;&nbsp; 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303188 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/28  | &nbsp;&nbsp; 1588100 | &nbsp;&nbsp; 1703920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/29  | &nbsp;&nbsp;&nbsp;&nbsp; 795300 | &nbsp;&nbsp;&nbsp;&nbsp; 855848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/15/29  | &nbsp;&nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp; 1022063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/30  | &nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 522527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/31  | &nbsp;&nbsp; 1460000 | &nbsp;&nbsp; 1630295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/32  | 22750000 | 21086406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/36  | &nbsp;&nbsp; 4458700 | &nbsp;&nbsp; 4862770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/37  | &nbsp;&nbsp; 1985000 | &nbsp;&nbsp; 2219013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/37  | &nbsp;&nbsp; 2120000 | &nbsp;&nbsp; 2422266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/38  | &nbsp;&nbsp;&nbsp;&nbsp; 927600 | &nbsp;&nbsp;&nbsp;&nbsp; 996155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/38  | &nbsp;&nbsp;&nbsp;&nbsp; 710000 | &nbsp;&nbsp;&nbsp;&nbsp; 772680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/39  | &nbsp;&nbsp; 1755300 | &nbsp;&nbsp; 1690848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/39  | &nbsp;&nbsp; 1629500 | &nbsp;&nbsp; 1718741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/39  | &nbsp;&nbsp; 2123300 | &nbsp;&nbsp; 2306269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/39  | &nbsp;&nbsp; 2675900 | &nbsp;&nbsp; 2858823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/40  | &nbsp;&nbsp; 2548600 | &nbsp;&nbsp; 2805849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 05/15/40  | &nbsp;&nbsp; 6650000 | &nbsp;&nbsp; 4261195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/40  | &nbsp;&nbsp; 2777000 | &nbsp;&nbsp; 2960976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/15/40  | &nbsp;&nbsp; 8100000 | &nbsp;&nbsp; 5151094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/40  | &nbsp;&nbsp; 2609100 | &nbsp;&nbsp; 2604412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/40  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 5975156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/40  | &nbsp;&nbsp; 2573600 | &nbsp;&nbsp; 2694841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/41  | 10700000 | &nbsp;&nbsp; 7740781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/41  | &nbsp;&nbsp; 1900000 | &nbsp;&nbsp; 2117461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/41  | &nbsp;&nbsp; 9100000 | &nbsp;&nbsp; 7001312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/41  | &nbsp;&nbsp; 2313700 | &nbsp;&nbsp; 2458126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/15/41  | 11200000 | &nbsp;&nbsp; 7819875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/41  | &nbsp;&nbsp; 2103600 | &nbsp;&nbsp; 2048216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/41  | 10000000 | &nbsp;&nbsp; 7291406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/41  | &nbsp;&nbsp; 2381600 | &nbsp;&nbsp; 2108832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/15/42  | &nbsp;&nbsp; 8200000 | &nbsp;&nbsp; 6387031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/42  | &nbsp;&nbsp; 2430900 | &nbsp;&nbsp; 2150207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/42  | &nbsp;&nbsp; 2505300 | &nbsp;&nbsp; 2162974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/42  | &nbsp;&nbsp; 2668100 | &nbsp;&nbsp; 2199723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/42  | &nbsp;&nbsp; 6700000 | &nbsp;&nbsp; 6135211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/42  | &nbsp;&nbsp; 3610800 | &nbsp;&nbsp; 2968755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/42  | &nbsp;&nbsp; 2700000 | &nbsp;&nbsp; 2713500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/43  | &nbsp;&nbsp; 3982900 | &nbsp;&nbsp; 3480992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/43  | &nbsp;&nbsp; 5272800 | &nbsp;&nbsp; 4413086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/15/43  | &nbsp;&nbsp; 3942900 | &nbsp;&nbsp; 3719572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/43  | &nbsp;&nbsp; 3602900 | &nbsp;&nbsp; 3459910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/44  | &nbsp;&nbsp; 4562900 | &nbsp;&nbsp; 4294117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/44  | &nbsp;&nbsp; 2593600 | &nbsp;&nbsp; 2340521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/44  | &nbsp;&nbsp; 4938200 | &nbsp;&nbsp; 4269614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/44  | &nbsp;&nbsp; 4153600 | &nbsp;&nbsp; 3512713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/45  | &nbsp;&nbsp; 5307000 | &nbsp;&nbsp; 4096341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/45  | &nbsp;&nbsp; 2568600 | &nbsp;&nbsp; 2165651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/45  | &nbsp;&nbsp; 3388200 | &nbsp;&nbsp; 2791559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/45  | &nbsp;&nbsp; 1918600 | &nbsp;&nbsp; 1615971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/46  | 10267800 | &nbsp;&nbsp; 7856471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/46  | 15895800 | 11548050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/46  | &nbsp;&nbsp; 2948900 | &nbsp;&nbsp; 2425701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/47  | 15075000 | 12097687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/47  | 15950000 | 12803613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/49  | 17800000 | 12938375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/50  | 19020000 | 13000467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/15/50  | 30300000 | 16913555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/15/50  | 24500000 | 15138320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/51  | 27100000 | 17875414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/52  | 20600000 | 14891547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/52  | 20450000 | 17527887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/52  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 4161875 |
| **Notes** | **Notes** | **Notes** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 12/31/23  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3833203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/24  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8557559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/31/24  | 11000000 | 10530996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/31/24  | &nbsp;&nbsp; 5024500 | &nbsp;&nbsp; 4889859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/31/24  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5852578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 02/15/24  | 11000000 | 10418418 |

---

**53**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/24  | &nbsp;&nbsp; 9750000 | &nbsp;&nbsp; 9531768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/29/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 9141895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/29/24  | &nbsp;&nbsp; 4964100 | &nbsp;&nbsp; 4812753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/29/24  | &nbsp;&nbsp; 4700000 | &nbsp;&nbsp; 4573229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 03/15/24  | 11000000 | 10401231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/31/24  | &nbsp;&nbsp; 8254400 | &nbsp;&nbsp; 7989356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/31/24  | 10000000 | &nbsp;&nbsp; 9693945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 04/15/24  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7552031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/30/24  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4821875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/30/24  | &nbsp;&nbsp; 7050000 | &nbsp;&nbsp; 6821839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/30/24  | 12000000 | 11655000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 05/15/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 8921094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/24  | 10757600 | 10441175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/31/24  | &nbsp;&nbsp; 8100000 | &nbsp;&nbsp; 7797041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/31/24  | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp; 8244336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 06/15/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 8893633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/30/24  | &nbsp;&nbsp; 6600000 | &nbsp;&nbsp; 6323367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/24  | &nbsp;&nbsp; 4750000 | &nbsp;&nbsp; 4567329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/30/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 9275859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/15/24  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8423613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/31/24  | &nbsp;&nbsp; 7100000 | &nbsp;&nbsp; 6786186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 07/31/24  | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp; 4327559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/31/24  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8786777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 08/15/24  | 10000000 | &nbsp;&nbsp; 9329883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/15/24  | 11426900 | 11028521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/31/24  | &nbsp;&nbsp; 5600000 | &nbsp;&nbsp; 5297906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/31/24  | &nbsp;&nbsp; 4165000 | &nbsp;&nbsp; 3982049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/31/24  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7840000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/15/24  | 10000000 | &nbsp;&nbsp; 9308398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/30/24  | &nbsp;&nbsp; 5800000 | &nbsp;&nbsp; 5503430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/30/24  | &nbsp;&nbsp; 3750000 | &nbsp;&nbsp; 3600879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/30/24  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7977188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 10/15/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 8862647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/31/24  | &nbsp;&nbsp; 5300000 | &nbsp;&nbsp; 5023613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/31/24  | &nbsp;&nbsp; 3900000 | &nbsp;&nbsp; 3749408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/31/24  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 9000352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/15/24  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5595117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/24  | 11426900 | 10975404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/30/24  | &nbsp;&nbsp; 6210000 | &nbsp;&nbsp; 5872695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 11/30/24  | &nbsp;&nbsp; 3800000 | &nbsp;&nbsp; 3640355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/30/24  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 8025781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 12/15/24  | 10000000 | &nbsp;&nbsp; 9354297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/31/24  | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp; 5222852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/31/24  | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp; 3932477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/25  | &nbsp;&nbsp; 9700000 | &nbsp;&nbsp; 9076320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/31/25  | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp; 4795992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/31/25  | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp; 4333008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/25  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8471250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/25  | &nbsp;&nbsp; 8798900 | &nbsp;&nbsp; 8375453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/25  | &nbsp;&nbsp; 4450000 | &nbsp;&nbsp; 4153449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/28/25  | &nbsp;&nbsp; 4450000 | &nbsp;&nbsp; 4306592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/25  | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp; 8040469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 03/31/25  | &nbsp;&nbsp; 6100000 | &nbsp;&nbsp; 5605090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/31/25  | &nbsp;&nbsp; 2200000 | &nbsp;&nbsp; 2124461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/15/25  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7709375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 04/30/25  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5478281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/30/25  | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp; 3391855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 05/15/25  | &nbsp;&nbsp; 7721600 | &nbsp;&nbsp; 7348490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/25  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6763750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 05/31/25  | &nbsp;&nbsp; 6400000 | &nbsp;&nbsp; 5807750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/31/25  | &nbsp;&nbsp; 3600000 | &nbsp;&nbsp; 3487781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/25  | &nbsp;&nbsp; 6200000 | &nbsp;&nbsp; 6009398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 06/30/25  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5440781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/30/25  | &nbsp;&nbsp; 2350000 | &nbsp;&nbsp; 2271789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/25  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5828203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/31/25  | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp; 4606535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/31/25  | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp; 3390215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/25  | &nbsp;&nbsp; 6107400 | &nbsp;&nbsp; 5773879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/25  | &nbsp;&nbsp; 6300000 | &nbsp;&nbsp; 6137824 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 08/31/25  | &nbsp;&nbsp; 3900000 | &nbsp;&nbsp; 3510152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/31/25  | &nbsp;&nbsp; 2400000 | &nbsp;&nbsp; 2314688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/25  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5905078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 09/30/25  | &nbsp;&nbsp; 7900000 | &nbsp;&nbsp; 7109074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/30/25  | &nbsp;&nbsp; 3400000 | &nbsp;&nbsp; 3301055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/25  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 7027891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 10/31/25  | &nbsp;&nbsp; 8900000 | &nbsp;&nbsp; 7978711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/31/25  | &nbsp;&nbsp; 3100000 | &nbsp;&nbsp; 3007848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/25  | 10580200 | 10045817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/25  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 8091875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 11/30/25  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4482422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/30/25  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3866719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 12/31/25  | &nbsp;&nbsp; 9300000 | &nbsp;&nbsp; 8328586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/31/25  | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp; 3932156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 01/31/26  | &nbsp;&nbsp; 9400000 | &nbsp;&nbsp; 8384727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/31/26  | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp; 4216266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 02/15/26  | &nbsp;&nbsp; 9545800 | &nbsp;&nbsp; 8852611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/28/26  | 10600000 | &nbsp;&nbsp; 9466297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/28/26  | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp; 4289941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/31/26  | 10200000 | &nbsp;&nbsp; 9176016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/31/26  | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp; 4823684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 04/30/26  | 10000000 | &nbsp;&nbsp; 8964453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/30/26  | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp; 3318438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/15/26  | &nbsp;&nbsp; 9424500 | &nbsp;&nbsp; 8700728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 05/31/26  | 10000000 | &nbsp;&nbsp; 8942969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 05/31/26  | &nbsp;&nbsp; 4700000 | &nbsp;&nbsp; 4413594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 06/30/26  | &nbsp;&nbsp; 8400000 | &nbsp;&nbsp; 7531453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 06/30/26  | &nbsp;&nbsp; 4450000 | &nbsp;&nbsp; 4140412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/31/26  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 8420117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/31/26  | &nbsp;&nbsp; 4200000 | &nbsp;&nbsp; 3900914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/15/26  | &nbsp;&nbsp; 9971600 | &nbsp;&nbsp; 9124403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/31/26  | 11000000 | &nbsp;&nbsp; 9772812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/31/26  | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp; 3731641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/30/26  | 10000000 | &nbsp;&nbsp; 8910156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/30/26  | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp; 2295703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 10/31/26  | &nbsp;&nbsp; 9200000 | &nbsp;&nbsp; 8264547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/31/26  | &nbsp;&nbsp; 3800000 | &nbsp;&nbsp; 3482195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/26  | &nbsp;&nbsp; 8973900 | &nbsp;&nbsp; 8336262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 11/30/26  | 10100000 | &nbsp;&nbsp; 9104598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/30/26  | &nbsp;&nbsp; 3700000 | &nbsp;&nbsp; 3385934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/31/26  | &nbsp;&nbsp; 9900000 | &nbsp;&nbsp; 8906520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/31/26  | &nbsp;&nbsp; 3800000 | &nbsp;&nbsp; 3492883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/31/27  | 13200000 | 11982609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/27  | &nbsp;&nbsp; 8442600 | &nbsp;&nbsp; 7900097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/27  | &nbsp;&nbsp; 3300000 | &nbsp;&nbsp; 2946281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/27  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8292656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 03/31/27  | &nbsp;&nbsp; 3650000 | &nbsp;&nbsp; 3178637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/31/27  | &nbsp;&nbsp; 9100000 | &nbsp;&nbsp; 8598078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/30/27  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3459844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/27  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8590078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/27  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 8914414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/31/27  | &nbsp;&nbsp; 4300000 | &nbsp;&nbsp; 3706063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 05/31/27  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6646719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/30/27  | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp; 3526000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/27  | &nbsp;&nbsp; 9200000 | &nbsp;&nbsp; 8964609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/31/27  | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp; 5545820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/31/27  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6672422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/27  | &nbsp;&nbsp; 5842000 | &nbsp;&nbsp; 5442416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/31/27  | &nbsp;&nbsp; 5600000 | &nbsp;&nbsp; 4791063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/27  | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp; 7274121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/30/27  | &nbsp;&nbsp; 7200000 | &nbsp;&nbsp; 6109594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/30/27  | &nbsp;&nbsp; 7300000 | &nbsp;&nbsp; 7392391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/31/27  | &nbsp;&nbsp; 8950000 | &nbsp;&nbsp; 7621834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/27  | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp; 7599316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/27  | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp; 7891719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 11/30/27  | &nbsp;&nbsp; 9100000 | &nbsp;&nbsp; 7779789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/27  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 9036914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 12/31/27  | 10900000 | &nbsp;&nbsp; 9299062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/31/28  | 11100000 | &nbsp;&nbsp; 9511312 |

---

**54** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/28  | 10850000 | &nbsp;&nbsp;&nbsp;&nbsp; 10291395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/29/28  | 10900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9515785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 03/31/28  | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8770312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 04/30/28  | 10500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9192832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/28  | 12350000 | &nbsp;&nbsp;&nbsp;&nbsp; 11767717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/31/28  | 10800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9436078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/30/28  | &nbsp;&nbsp; 9900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8631949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/31/28  | 10200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8748492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/28  | 11550000 | &nbsp;&nbsp;&nbsp;&nbsp; 10989193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/31/28  | 10400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8972438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/30/28  | &nbsp;&nbsp; 9800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8500734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/31/28  | &nbsp;&nbsp; 9600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8373000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/28  | 10750000 | &nbsp;&nbsp;&nbsp;&nbsp; 10354014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/30/28  | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8773437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 12/31/28  | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7405957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/31/29  | &nbsp;&nbsp; 6900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6131027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/15/29  | &nbsp;&nbsp; 8650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8092143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/29  | &nbsp;&nbsp; 4600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4119156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/31/29  | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5064082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/30/29  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5689219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/29  | &nbsp;&nbsp; 4550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4188844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/31/29  | &nbsp;&nbsp; 5100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4798383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/29  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3876875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/31/29  | &nbsp;&nbsp; 4900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4574227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/15/29  | &nbsp;&nbsp; 7350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6458238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/29  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3850625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/30/29  | &nbsp;&nbsp; 4300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4332922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/31/29  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7111016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/15/29  | &nbsp;&nbsp; 4800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4255875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/29  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7062891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/30  | 10900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9419984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/15/30  | 15105000 | &nbsp;&nbsp;&nbsp;&nbsp; 12145364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 08/15/30  | 19400000 | &nbsp;&nbsp;&nbsp;&nbsp; 15504844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/15/30  | 19950000 | &nbsp;&nbsp;&nbsp;&nbsp; 16220285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/15/31  | 18300000 | &nbsp;&nbsp;&nbsp;&nbsp; 15171844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/15/31  | 18850000 | &nbsp;&nbsp;&nbsp;&nbsp; 16130004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/15/31  | 21050000 | &nbsp;&nbsp;&nbsp;&nbsp; 17344871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/31  | 19500000 | &nbsp;&nbsp;&nbsp;&nbsp; 16143867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/32  | 19950000 | &nbsp;&nbsp;&nbsp;&nbsp; 17195965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/32  | 18750000 | &nbsp;&nbsp;&nbsp;&nbsp; 17585449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/32  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8316875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/42  | &nbsp;&nbsp; 7800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7009641 |
| **Total Treasuries**<br> **(Cost $1,842,178,182)** | **Total Treasuries**<br> **(Cost $1,842,178,182)** | **1691700424** |
| **GOVERNMENT RELATED** 5.2% OF NET ASSETS | **GOVERNMENT RELATED** 5.2% OF NET ASSETS | **GOVERNMENT RELATED** 5.2% OF NET ASSETS |
| **Agency 2.0%** | **Agency 2.0%** | **Agency 2.0%** |
| **Foreign 0.8%**  | **Foreign 0.8%**  | **Foreign 0.8%**  |
| ***Austria 0.0%***  | ***Austria 0.0%***  | ***Austria 0.0%***  |
| **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/13/23  | &nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/12/25  | &nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/17/25  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/02/26  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444525 |
|  |  | **1472260** |
| ***Canada 0.0%***  | ***Canada 0.0%***  | ***Canada 0.0%***  |
| **Export Development Canada** | **Export Development Canada** | **Export Development Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/21/24  | &nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/25/27  | &nbsp;&nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527560 |
|  |  | **771360** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Germany 0.3%***  | ***Germany 0.3%***  | ***Germany 0.3%***  |
| **FMS Wertmanagement** | **FMS Wertmanagement** | **FMS Wertmanagement** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/06/23 *(h)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199142 |
| **Kreditanstalt Fuer Wiederaufbau** | **Kreditanstalt Fuer Wiederaufbau** | **Kreditanstalt Fuer Wiederaufbau** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 10/19/23 *(h)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 480980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/28/24 *(h)* | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; 927646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 03/08/24 *(h)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 947030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/05/24 *(h)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 522307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/20/24 *(h)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 931750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/20/24 *(h)* | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp; 991880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/31/25 *(h)* | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 703267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/02/25 *(h)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 427180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/10/25 *(h)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 243590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/18/25 *(h)* | 1250000 | &nbsp;&nbsp; 1131925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/22/26 *(h)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 896900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/01/26 *(h)* | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 579423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 *(h)* | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; 913862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 *(h)* | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 711682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 *(h)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 351068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 *(h)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 317756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 04/18/36 *(h)(i)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 176595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 06/29/37 *(h)(i)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 252410 |
| **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/13/25 *(h)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 286221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/27/25 *(h)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 273714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/10/25 *(h)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 477760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 03/30/26 *(h)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 224458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/27/26 *(h)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 229523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/27 *(h)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 233373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 *(h)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 400120 |
|  |  | **13831562** |
| ***Japan 0.2%***  | ***Japan 0.2%***  | ***Japan 0.2%***  |
| **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/15/23  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 241310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/31/23  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 246648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/23/24  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 725902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/29/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/17/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/28/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 237905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 451890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/21/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/20/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 466150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/21/26  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 364488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/04/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 275340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/21/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/16/27  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 417029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/20/28  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/31/28  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/16/29  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 219395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/17/29  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 171850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/21/31  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 197545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 04/15/31  | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 578543 |
| **Japan International Cooperation Agency** | **Japan International Cooperation Agency** | **Japan International Cooperation Agency** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/20/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 182974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/27/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/22/30  | &nbsp;&nbsp;&nbsp; 380000 | &nbsp;&nbsp;&nbsp;&nbsp; 297821 |
|  |  | **6589782** |
| ***Norway 0.1%***  | ***Norway 0.1%***  | ***Norway 0.1%***  |
| **Equinor A.S.A.** | **Equinor A.S.A.** | **Equinor A.S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/24  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/24  | &nbsp;&nbsp;&nbsp; 193000 | &nbsp;&nbsp;&nbsp;&nbsp; 191134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/06/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 240640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/22/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183844 |

---

**55**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 287931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 228322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 259104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/17/40  | &nbsp;&nbsp;&nbsp; 114000 | &nbsp;&nbsp;&nbsp;&nbsp; 114836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/23/41  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/43  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 129951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/08/43  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 226890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 207242 |
|  |  | **2677166** |
| ***Republic of Korea 0.1%***  | ***Republic of Korea 0.1%***  | ***Republic of Korea 0.1%***  |
| **Export-Import Bank of Korea** | **Export-Import Bank of Korea** | **Export-Import Bank of Korea** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/14/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 495295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/25/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/21/25  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 382908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/21/25  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 666675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/25  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 713790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/18/27  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 220905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/21/30  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 388390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/29/41  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 141924 |
| **The Korea Development Bank** | **The Korea Development Bank** | **The Korea Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/22/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 493925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/01/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 238027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/13/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/25/31  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 201485 |
|  |  | **4326882** |
| ***Sweden 0.1%***  | ***Sweden 0.1%***  | ***Sweden 0.1%***  |
| **Svensk Exportkredit AB** | **Svensk Exportkredit AB** | **Svensk Exportkredit AB** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 09/29/23  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/10/23  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 239925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/12/23  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 242235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/30/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 10/07/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 279051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/14/25  | &nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp;&nbsp; 251174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/26/25  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 135113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/22/27  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 231695 |
|  |  | **1758367** |
|  |  | **31427379** |
| **U.S. 1.2%** | **U.S. 1.2%** | **U.S. 1.2%** |
| **Fannie Mae** | **Fannie Mae** | **Fannie Mae** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/05/24  | 1300000 | &nbsp;&nbsp; 1269281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/02/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 958200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/06/24  | 1830000 | &nbsp;&nbsp; 1775210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/07/25  | 3500000 | &nbsp;&nbsp; 3305715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/22/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 915810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/17/25  | 2000000 | &nbsp;&nbsp; 1823340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/24/26  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 938880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 09/24/26  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 924930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 10/08/27  | &nbsp;&nbsp;&nbsp; 164000 | &nbsp;&nbsp;&nbsp;&nbsp; 178799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/15/30  | 2180000 | &nbsp;&nbsp; 2567604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/37  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 564275 |
| **Federal Farm Credit Banks Funding Corp.** | **Federal Farm Credit Banks Funding Corp.** | **Federal Farm Credit Banks Funding Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 12/01/23  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 958930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/26/24  | &nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 758712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/18/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 932310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/18/24  | 2000000 | &nbsp;&nbsp; 1999840 |
| **Federal Home Loan Bank** | **Federal Home Loan Bank** | **Federal Home Loan Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 12/22/23  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 959670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/24  | 1300000 | &nbsp;&nbsp; 1269203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/28/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 970180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/08/24  | 1000000 | &nbsp;&nbsp; 1000410 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/15/24  | 4000000 | &nbsp;&nbsp; 3808800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/14/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 916350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 06/12/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 446880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/16/28  | 2850000 | &nbsp;&nbsp; 2757916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/36  | &nbsp;&nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp;&nbsp; 367300 |
| **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 12/04/23  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 956240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/23/25  | 2000000 | &nbsp;&nbsp; 1800120 |
| **Federal National Mortgage Association** | **Federal National Mortgage Association** | **Federal National Mortgage Association** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 08/25/25  | 1500000 | &nbsp;&nbsp; 1355145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/07/25  | 3000000 | &nbsp;&nbsp; 2699730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 432485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 08/05/30  | 2000000 | &nbsp;&nbsp; 1594780 |
| **Freddie Mac** | **Freddie Mac** | **Freddie Mac** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/12/25  | 4000000 | &nbsp;&nbsp; 3763200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/21/25  | 3000000 | &nbsp;&nbsp; 2718960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/31  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 237970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/32  | 1100000 | &nbsp;&nbsp; 1289585 |
| **Tennessee Valley Authority** | **Tennessee Valley Authority** | **Tennessee Valley Authority** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 485140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/35  | &nbsp;&nbsp;&nbsp; 655000 | &nbsp;&nbsp;&nbsp;&nbsp; 663581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/15/60  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144642 |
|  |  | **50510123** |
|  |  | **81937502** |
| **Local Authority 0.9%** | **Local Authority 0.9%** | **Local Authority 0.9%** |
| **Foreign 0.2%**  | **Foreign 0.2%**  | **Foreign 0.2%**  |
| ***Canada 0.2%***  | ***Canada 0.2%***  | ***Canada 0.2%***  |
| **Hydro-Quebec** | **Hydro-Quebec** | **Hydro-Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.05%, 07/07/24  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 368417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 12/01/29  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 124120 |
| **Province of Alberta** | **Province of Alberta** | **Province of Alberta** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/23  | &nbsp;&nbsp;&nbsp; 359000 | &nbsp;&nbsp;&nbsp;&nbsp; 354416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/23/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 245170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/13/24  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 427603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/20/25  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 368884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/28  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 05/28/30  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 205125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 07/22/30  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 365485 |
| **Province of British Columbia** | **Province of British Columbia** | **Province of British Columbia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/27/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 380644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/02/26  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 07/20/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 266430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 01/29/31  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 404810 |
| **Province of Manitoba** | **Province of Manitoba** | **Province of Manitoba** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/14/24  | &nbsp;&nbsp;&nbsp; 224000 | &nbsp;&nbsp;&nbsp;&nbsp; 219027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/22/26  | &nbsp;&nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 212400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/25/28  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 128772 |
| **Province of New Brunswick** | **Province of New Brunswick** | **Province of New Brunswick** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/24/28  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145862 |
| **Province of Ontario** | **Province of Ontario** | **Province of Ontario** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/29/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 490900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/16/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/21/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 222765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 04/14/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 448830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/27/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/15/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 05/21/27  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 392931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/02/29  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 174358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 10/07/30  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 398940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 02/25/31  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 205250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/21/31  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 210788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/14/31  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 411205 |

---

**56** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Province of Quebec** | **Province of Quebec** | **Province of Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/09/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/16/24  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 291003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/11/25  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 329318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 07/23/25  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 454160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/20/26  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 424849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/12/27  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/29  | 421000 | &nbsp;&nbsp;&nbsp;&nbsp; 500076 |
| **Province of Saskatchewan Canada** | **Province of Saskatchewan Canada** | **Province of Saskatchewan Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/08/27  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192490 |
|  |  | **10601715** |
| **U.S. 0.7%** | **U.S. 0.7%** | **U.S. 0.7%** |
| **American Municipal Power, Inc.** | **American Municipal Power, Inc.** | **American Municipal Power, Inc.** |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 02/15/50  | &nbsp;&nbsp; 95000 | &nbsp;&nbsp;&nbsp;&nbsp; 101806 |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.08%, 02/15/50  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 319845 |
| **Bay Area Toll Authority** | **Bay Area Toll Authority** | **Bay Area Toll Authority** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 04/01/31  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 174974 |
| &nbsp;&nbsp;&nbsp;&nbsp; RB (Build America Bonds) <br> Series 2009F2<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.26%, 04/01/49  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 464434 |
| &nbsp;&nbsp;&nbsp;&nbsp; RB (Build America Bonds) <br> Series 2010S3<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.91%, 10/01/50  | 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 287237 |
| **Board of Regents of the University of Texas System** | **Board of Regents of the University of Texas System** | **Board of Regents of the University of Texas System** |
| TXBL-SER A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 08/15/47 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 194754 |
| **California** | **California** | **California** |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/34  | 900000 | &nbsp;&nbsp; 1105748 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 04/01/39  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 512751 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 10/01/39  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 616214 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/01/39  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 248782 |
| **California State University** | **California State University** | **California State University** |
| RB Series 2017B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/01/47 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42831 |
| TXBL-REF-SER B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 11/01/51 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 139519 |
| **Chicago O'Hare International Airport** | **Chicago O'Hare International Airport** | **Chicago O'Hare International Airport** |
| RB (Build America Bonds) Series 2010B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 01/01/40  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 113816 |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 01/01/49  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 133102 |
| **Chicago Transit Authority Sales & Transfer Tax Receipts Revenue** | **Chicago Transit Authority Sales & Transfer Tax Receipts Revenue** | **Chicago Transit Authority Sales & Transfer Tax Receipts Revenue** |
| RB (Pension Funding) Series 2008A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 12/01/40  | 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 848464 |
| **City of Atlanta GA Water & Wastewater Revenue** | **City of Atlanta GA Water & Wastewater Revenue** | **City of Atlanta GA Water & Wastewater Revenue** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 11/01/35 *(a)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96113 |
| **City of Houston TX** | **City of Houston TX** | **City of Houston TX** |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2017<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/01/47  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp; 103203 |
| **City of New York** | **City of New York** | **City of New York** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 12/01/37  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 223645 |
| **City of San Antonio TX Electric & Gas Systems Revenue** | **City of San Antonio TX Electric & Gas Systems Revenue** | **City of San Antonio TX Electric & Gas Systems Revenue** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 02/01/48 *(a)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91192 |
| RB (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.99%, 02/01/39  | 190000 | &nbsp;&nbsp;&nbsp;&nbsp; 208628 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **City of San Francisco CA Public Utilities Commission** | **City of San Francisco CA Public Utilities Commission** | **City of San Francisco CA Public Utilities Commission** |
| RB Series 2020E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 11/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 72178 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/01/39 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 120712 |
| **Commonwealth Financing Authority** | **Commonwealth Financing Authority** | **Commonwealth Financing Authority** |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 06/01/38  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 179001 |
| **Commonwealth of Massachusetts** | **Commonwealth of Massachusetts** | **Commonwealth of Massachusetts** |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 12/01/39  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 104431 |
| GO Series 2020C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 07/01/41 *(a)* | &nbsp;&nbsp;&nbsp; 185000 | &nbsp;&nbsp;&nbsp; 131836 |
| Series D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 09/01/39  | &nbsp;&nbsp;&nbsp; 143092 | &nbsp;&nbsp;&nbsp; 113608 |
| Series D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.81%, 09/01/43  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 73324 |
| Series H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/01/49  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 69468 |
| **Commonwealth of Massachusetts Transportation Fund Revenue** | **Commonwealth of Massachusetts Transportation Fund Revenue** | **Commonwealth of Massachusetts Transportation Fund Revenue** |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 06/01/40  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 105403 |
| **Connecticut** | **Connecticut** | **Connecticut** |
| GO Bonds Series 2008A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/32  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 267215 |
| **County of Clark Department of Aviation** | **County of Clark Department of Aviation** | **County of Clark Department of Aviation** |
| RB (Build America Bonds) Series 2010C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 07/01/45  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 179302 |
| **County of Miami-Dade FL Water & Sewer System** | **County of Miami-Dade FL Water & Sewer System** | **County of Miami-Dade FL Water & Sewer System** |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 10/01/42 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 81584 |
| **Dallas Area Rapid Transit** | **Dallas Area Rapid Transit** | **Dallas Area Rapid Transit** |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/44  | &nbsp;&nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp; 156567 |
| **Dallas County Hospital District** | **Dallas County Hospital District** | **Dallas County Hospital District** |
| GO (Build America Bonds) Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 08/15/44  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 105371 |
| **Dallas/Fort Worth International Airport** | **Dallas/Fort Worth International Airport** | **Dallas/Fort Worth International Airport** |
| RB Series 2020C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 11/01/50  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 175590 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 11/01/38  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 81194 |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 11/01/40 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 192354 |
| **District of Columbia Water & Sewer Authority** | **District of Columbia Water & Sewer Authority** | **District of Columbia Water & Sewer Authority** |
| RB Series 2014A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 10/01/14  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 87230 |
| **East Bay Municipal Utility District Water System** | **East Bay Municipal Utility District Water System** | **East Bay Municipal Utility District Water System** |
| &nbsp;&nbsp;&nbsp;&nbsp; Water System RB (Build America Bonds) <br> Series 2010<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 06/01/40  | &nbsp;&nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp; 366465 |
| **Foothill-Eastern Transportation Corridor Agency** | **Foothill-Eastern Transportation Corridor Agency** | **Foothill-Eastern Transportation Corridor Agency** |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 01/15/53 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 73651 |
| **Grand Parkway Transportation Corp.** | **Grand Parkway Transportation Corp.** | **Grand Parkway Transportation Corp.** |
| RB Series 2013E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 10/01/42  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 101506 |
| **Health & Educational Facilities Authority of the State of Missouri** | **Health & Educational Facilities Authority of the State of Missouri** | **Health & Educational Facilities Authority of the State of Missouri** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 05/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 112176 |
| **Illinois** | **Illinois** | **Illinois** |
| GO (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.73%, 04/01/35  | &nbsp;&nbsp;&nbsp; 110000 | &nbsp;&nbsp;&nbsp; 113252 |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2003<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/33  | 1537000 | 1483680 |

---

**57**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Illinois State Toll Highway Authority** | **Illinois State Toll Highway Authority** | **Illinois State Toll Highway Authority** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 01/01/34  | 100000 | 108472 |
| **JobsOhio Beverage System** | **JobsOhio Beverage System** | **JobsOhio Beverage System** |
| RB (Build America Bonds) Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 01/01/29  | 490000 | 477088 |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 01/01/35  | 300000 | 292077 |
| **Kansas Development Finance Authority** | **Kansas Development Finance Authority** | **Kansas Development Finance Authority** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 04/15/45  | 100000 | &nbsp;&nbsp; 94634 |
| **Los Angeles Community College District/CA** | **Los Angeles Community College District/CA** | **Los Angeles Community College District/CA** |
| GO Bonds Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.61%, 08/01/28  | 275000 | 233326 |
| GO Bonds Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.11%, 08/01/32 *(a)* | 250000 | 199620 |
| **Los Angeles Department of Water & Power Power System** | **Los Angeles Department of Water & Power Power System** | **Los Angeles Department of Water & Power Power System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 07/01/39  | 100000 | 108180 |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.57%, 07/01/45  | 200000 | 236826 |
| **Los Angeles Unified School District** | **Los Angeles Unified School District** | **Los Angeles Unified School District** |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/34  | 250000 | 264029 |
| GO (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.76%, 07/01/34  | 500000 | 563667 |
| **Maryland Health & Higher Educational Facilities Authority** | **Maryland Health & Higher Educational Facilities Authority** | **Maryland Health & Higher Educational Facilities Authority** |
| RB Series D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/01/40 *(a)* | 150000 | 107537 |
| RB Series D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/01/50  | 150000 | &nbsp;&nbsp; 98688 |
| **Massachusetts School Building Authority** | **Massachusetts School Building Authority** | **Massachusetts School Building Authority** |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/15/30  | 500000 | 405815 |
| **Metropolitan Government Nashville & Davidson County Health & Educational Facs** <br> **Board** | **Metropolitan Government Nashville & Davidson County Health & Educational Facs** <br> **Board** | **Metropolitan Government Nashville & Davidson County Health & Educational Facs** <br> **Board** |
| &nbsp;&nbsp;&nbsp;&nbsp; RB (Vanderbilt Univ Medical Center) <br> Series 2016 B<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/01/26 *(a)* | 130000 | 125629 |
| **Metropolitan Transportation Authority** | **Metropolitan Transportation Authority** | **Metropolitan Transportation Authority** |
| RB (Build America Bonds) Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.34%, 11/15/39  | 200000 | 245019 |
| RB (Build America Bonds) Series E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.81%, 11/15/40  | 330000 | 355968 |
| **Michigan Finance Authority** | **Michigan Finance Authority** | **Michigan Finance Authority** |
| RB Series 2019 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/40  | 200000 | 158040 |
| **Michigan State Building Authority** | **Michigan State Building Authority** | **Michigan State Building Authority** |
| RB Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 10/15/40 *(a)* | 250000 | 184586 |
| **Municipal Electric Authority of Georgia** | **Municipal Electric Authority of Georgia** | **Municipal Electric Authority of Georgia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.06%, 04/01/57  | 297000 | 298822 |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.66%, 04/01/57  | 144000 | 153222 |
| RB (Build America Bonds) Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.64%, 04/01/57  | 144000 | 154178 |
| **New Jersey Economic Development Authority** | **New Jersey Economic Development Authority** | **New Jersey Economic Development Authority** |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.43%, 02/15/29  | 250000 | 270179 |
| **New Jersey Transportation Trust Fund Authority** | **New Jersey Transportation Trust Fund Authority** | **New Jersey Transportation Trust Fund Authority** |
| RB (Build America Bonds) Series 2010C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/15/28  | 330000 | 334590 |
| RB Series 2019B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/42  | 200000 | 159940 |
| **New Jersey Turnpike Authority** | **New Jersey Turnpike Authority** | **New Jersey Turnpike Authority** |
| RB (Build America Bonds) Series 2009F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.41%, 01/01/40  | 350000 | 440428 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| RB (Build America Bonds) Series 2010A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 01/01/41  | 350000 | 428987 |
| **New York City Transitional Finance Authority** | **New York City Transitional Finance Authority** | **New York City Transitional Finance Authority** |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 11/01/38  | 200000 | 208188 |
| **New York City Water & Sewer System** | **New York City Water & Sewer System** | **New York City Water & Sewer System** |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/15/42  | 125000 | 136934 |
| Water System RB (Build America Bonds) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.01%, 06/15/42  | 250000 | 280632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Water System RB (Build America Bonds) <br> Series 2011CC<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/44  | 100000 | 111345 |
| **New York State Dormitory Authority** | **New York State Dormitory Authority** | **New York State Dormitory Authority** |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/15/40  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 52079 |
| RB Series 2009F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/15/39  | 100000 | 103909 |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 07/01/43  | 220000 | 171839 |
| **New York State Urban Development Corp.** | **New York State Urban Development Corp.** | **New York State Urban Development Corp.** |
| RB (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 03/15/39  | 100000 | 104240 |
| **North Texas Tollway Authority** | **North Texas Tollway Authority** | **North Texas Tollway Authority** |
| RB (Build America Bonds) Series 2009B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/01/49  | 150000 | 179793 |
| **Oregon** | **Oregon** | **Oregon** |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2003<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.89%, 06/01/27  | 430000 | 447128 |
| **Oregon School Boards Association** | **Oregon School Boards Association** | **Oregon School Boards Association** |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/30/28  | 240000 | 244273 |
| **Port Authority of New York & New Jersey** | **Port Authority of New York & New Jersey** | **Port Authority of New York & New Jersey** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 07/01/23  | 400000 | 391062 |
| Consolidated Bonds 164th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/40  | 150000 | 159720 |
| Consolidated Bonds 165th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/40  | 100000 | 106661 |
| Consolidated Bonds 168th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/01/51  | 200000 | 193771 |
| Consolidated Bonds 174th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 10/01/62  | 450000 | 398013 |
| Consolidated Bonds 181st Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 08/01/46  | 100000 | &nbsp;&nbsp; 98146 |
| Consolidated Bonds 192th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 10/15/65  | 170000 | 160559 |
| Consolidated Bonds 215th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 08/01/69  | 100000 | &nbsp;&nbsp; 66882 |
| **Regents of the University of California Medical Center Pooled Revenue** | **Regents of the University of California Medical Center Pooled Revenue** | **Regents of the University of California Medical Center Pooled Revenue** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 05/15/48  | 100000 | 116601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.58%, 05/15/49  | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 86162 |
| **Regional Transportation District Sales Tax Revenue** | **Regional Transportation District Sales Tax Revenue** | **Regional Transportation District Sales Tax Revenue** |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 11/01/50  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 56329 |
| **Rutgers The State University of New Jersey** | **Rutgers The State University of New Jersey** | **Rutgers The State University of New Jersey** |
| Series P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 05/01/19 *(a)* | 100000 | &nbsp;&nbsp; 68498 |
| **Sales Tax Securitization Corp.** | **Sales Tax Securitization Corp.** | **Sales Tax Securitization Corp.** |
| RB Series 2017B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 01/01/43  | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 12304 |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/01/48  | 150000 | 118862 |
| **San Diego County Regional Transportation Commission** | **San Diego County Regional Transportation Commission** | **San Diego County Regional Transportation Commission** |
| RB Series 2019A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/48 *(a)* | 150000 | 114317 |

---

**58** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **San Diego County Water Authority., Class B** | **San Diego County Water Authority., Class B** | **San Diego County Water Authority., Class B** |
| RB (Build America Bonds) Series 2010B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 05/01/49  | 100000 | 112535 |
| **San Jose Redevelopment Agency Successor Agency** | **San Jose Redevelopment Agency Successor Agency** | **San Jose Redevelopment Agency Successor Agency** |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/01/34 *(a)* | 100000 | &nbsp;&nbsp; 85720 |
| **Santa Clara Valley Transportation Authority** | **Santa Clara Valley Transportation Authority** | **Santa Clara Valley Transportation Authority** |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/01/32  | 100000 | 104159 |
| **State Board of Administration Finance Corp.** | **State Board of Administration Finance Corp.** | **State Board of Administration Finance Corp.** |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.26%, 07/01/25  | 300000 | 270105 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 07/01/27  | 400000 | 345687 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/01/30  | 600000 | 487750 |
| **State of California** | **State of California** | **State of California** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/01/26  | 175000 | 161971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/01/40  | 300000 | 384171 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.60%, 11/01/40  | 300000 | 392985 |
| **State of Illinois** | **State of Illinois** | **State of Illinois** |
| GO (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 07/01/35  | &nbsp;&nbsp; 92857 | &nbsp;&nbsp; 97829 |
| **State of Washington** | **State of Washington** | **State of Washington** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 08/01/40  | 100000 | 101191 |
| **Texas** | **Texas** | **Texas** |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Mobility Fund Bonds (Build America <br> Bonds) Series 2009A<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 04/01/39  | 580000 | 617340 |
| **Texas Private Activity Bond Surface Transportation Corp.** | **Texas Private Activity Bond Surface Transportation Corp.** | **Texas Private Activity Bond Surface Transportation Corp.** |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 12/31/49  | 150000 | 114315 |
| **Texas Transportation Commission** | **Texas Transportation Commission** | **Texas Transportation Commission** |
| GO Bonds Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.47%, 10/01/44 *(a)* | 400000 | 276020 |
| **The Ohio State University** | **The Ohio State University** | **The Ohio State University** |
| RB (Build America Bonds) Series 2010C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 06/01/40  | 300000 | 301989 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/01/46  | 100000 | &nbsp;&nbsp; 85119 |
| **The Pennsylvania State University** | **The Pennsylvania State University** | **The Pennsylvania State University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 09/01/50  | 150000 | 101133 |
| **University of California** | **University of California** | **University of California** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/15/25 *(a)* | 500000 | 451414 |
| RB (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 05/15/43  | 500000 | 539269 |
| RB Series 2013AJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/31  | 100000 | &nbsp;&nbsp; 98129 |
| RB Series 2015AQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.77%, 05/15/15  | 150000 | 126603 |
| RB Series 2020BG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 05/15/27 *(a)* | 195000 | 168471 |
| RB Series AD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 05/15/12  | 100000 | &nbsp;&nbsp; 85935 |
| RB Series BG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.61%, 05/15/30 *(a)* | 250000 | 201021 |
| **University of Michigan** | **University of Michigan** | **University of Michigan** |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 04/01/40 *(a)* | 250000 | 179714 |
| **University of Pittsburgh-of the Commonwealth System of Higher Education** | **University of Pittsburgh-of the Commonwealth System of Higher Education** | **University of Pittsburgh-of the Commonwealth System of Higher Education** |
| RB Series 2019A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/15/19 *(a)* | 100000 | &nbsp;&nbsp; 63103 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **University of Virginia** | **University of Virginia** | **University of Virginia** |
| &nbsp;&nbsp;&nbsp;&nbsp; General Revenue Pledge and Refunding <br> Bonds, Series 2020<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 242174 |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 09/01/17 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76311 |
| **Westchester County Local Development Corp.** | **Westchester County Local Development Corp.** | **Westchester County Local Development Corp.** |
| RB Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/50 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 172803 |
|  |  | **27706916** |
|  |  | **38308631** |
| **Sovereign 1.0%** | **Sovereign 1.0%** | **Sovereign 1.0%** |
| ***Canada 0.0%***  | ***Canada 0.0%***  | ***Canada 0.0%***  |
| **Canada Government International Bond** | **Canada Government International Bond** | **Canada Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/22/25  | 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 616057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 05/19/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 223295 |
|  |  | **839352** |
| ***Chile 0.1%***  | ***Chile 0.1%***  | ***Chile 0.1%***  |
| **Chile Government International Bond** | **Chile Government International Bond** | **Chile Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/27/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/21/26  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 *(a)* | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 424008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 255231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/27/32 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 168952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 402825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 *(a)* | 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 408771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 215705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/30/42  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 117615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 06/21/47  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 160236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 373105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 159348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 *(a)* | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 291429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 128092 |
|  |  | **3491339** |
| ***Hungary 0.0%***  | ***Hungary 0.0%***  | ***Hungary 0.0%***  |
| **Hungary Government International Bond** | **Hungary Government International Bond** | **Hungary Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/22/23  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 301299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/25/24  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 301068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/29/41  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 273993 |
|  |  | **876360** |
| ***Indonesia 0.1%***  | ***Indonesia 0.1%***  | ***Indonesia 0.1%***  |
| **Indonesia Government International Bond** | **Indonesia Government International Bond** | **Indonesia Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/11/23  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 150035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/11/28  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/24/28  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 245410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/11/29  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 201024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/18/29  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 414981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/14/30  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 361564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/15/30  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 283473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/11/48  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 345008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/11/49  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/30/49  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 232323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/14/50  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 150912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/50  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 209887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/12/51  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 288028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/70  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 168926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/71  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 137566 |
|  |  | **3573577** |

---

**59**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Israel 0.1%***  | ***Israel 0.1%***  | ***Israel 0.1%***  |
| **Israel Government International Bond** | **Israel Government International Bond** | **Israel Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/16/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 190128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/17/28  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 191042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/03/30  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 318979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/43  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 277656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/17/48  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 175506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/03/50  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 252258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/03/20  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 172110 |
| **State of Israel** | **State of Israel** | **State of Israel** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/30  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 179284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/15/50  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 269385 |
|  |  | **2026348** |
| ***Italy 0.1%***  | ***Italy 0.1%***  | ***Italy 0.1%***  |
| **Republic of Italy Government International Bond** | **Republic of Italy Government International Bond** | **Republic of Italy Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/06/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 233188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/17/24  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 329280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/17/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 435445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/17/29  | &nbsp;&nbsp;&nbsp; 475000 | &nbsp;&nbsp;&nbsp; 398264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/33  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 245547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/17/49  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 402094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/06/51  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 343740 |
|  |  | **2387558** |
| ***Mexico 0.2%***  | ***Mexico 0.2%***  | ***Mexico 0.2%***  |
| **Mexico Government International Bond** | **Mexico Government International Bond** | **Mexico Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/27/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 198338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/21/26  | &nbsp;&nbsp;&nbsp; 288000 | &nbsp;&nbsp;&nbsp; 281935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/28/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 492645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 382112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/29  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 585678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 447735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 334056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.30%, 08/15/31  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 176043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 678048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 189288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/27/34  | &nbsp;&nbsp;&nbsp; 362000 | &nbsp;&nbsp;&nbsp; 389342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 01/11/40  | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 706496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 325548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/08/44  | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp; 806483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/21/45  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 516367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/23/46  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 369180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/47  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 237468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/10/48  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 325968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/31/50 *(a)* | &nbsp;&nbsp;&nbsp; 475000 | &nbsp;&nbsp;&nbsp; 381658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 384547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 193783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 407052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/12/10  | &nbsp;&nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp; 366635 |
|  |  | **9176405** |
| ***Panama 0.1%***  | ***Panama 0.1%***  | ***Panama 0.1%***  |
| **Panama Government International Bond** | **Panama Government International Bond** | **Panama Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/22/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 197428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/16/25 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 293055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 09/30/27  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 292315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 190684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.38%, 04/01/29  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 120202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 174806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp; 760410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 01/26/36  | &nbsp;&nbsp;&nbsp; 131000 | &nbsp;&nbsp;&nbsp; 140135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/47  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 197733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 311416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/29/53  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 149934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 *(a)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 413077 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 *(a)* | 650000 | &nbsp;&nbsp;&nbsp; 437196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 183853 |
|  |  | **3862244** |
| ***Peru 0.1%***  | ***Peru 0.1%***  | ***Peru 0.1%***  |
| **Peruvian Government International Bond** | **Peruvian Government International Bond** | **Peruvian Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 07/21/25  | 250000 | &nbsp;&nbsp;&nbsp; 264995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 01/23/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 186326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/25/27  | 250000 | &nbsp;&nbsp;&nbsp; 244470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 06/20/30  | 150000 | &nbsp;&nbsp;&nbsp; 129732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 *(a)* | 600000 | &nbsp;&nbsp;&nbsp; 509046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 226287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 11/21/33  | 450000 | &nbsp;&nbsp;&nbsp; 560763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 163810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/14/37  | 300000 | &nbsp;&nbsp;&nbsp; 323334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 187788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/18/50  | 395000 | &nbsp;&nbsp;&nbsp; 396813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 257369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 151365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 135124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 07/28/21 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 121848 |
|  |  | **3859070** |
| ***Philippines 0.1%***  | ***Philippines 0.1%***  | ***Philippines 0.1%***  |
| **Philippine Government International Bond** | **Philippine Government International Bond** | **Philippine Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/21/24  | 400000 | &nbsp;&nbsp;&nbsp; 397620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.63%, 03/16/25  | 300000 | &nbsp;&nbsp;&nbsp; 339276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/30/26  | 200000 | &nbsp;&nbsp;&nbsp; 205478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/28  | 400000 | &nbsp;&nbsp;&nbsp; 372312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/14/29  | 400000 | &nbsp;&nbsp;&nbsp; 382996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 02/02/30  | 250000 | &nbsp;&nbsp;&nbsp; 313937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.46%, 05/05/30  | 200000 | &nbsp;&nbsp;&nbsp; 173614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/14/31  | 350000 | &nbsp;&nbsp;&nbsp; 413224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/06/32  | 200000 | &nbsp;&nbsp;&nbsp; 163096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/15/32  | 300000 | &nbsp;&nbsp;&nbsp; 328860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/23/34  | 600000 | &nbsp;&nbsp;&nbsp; 661428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/20/40  | 600000 | &nbsp;&nbsp;&nbsp; 510444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/41  | 550000 | &nbsp;&nbsp;&nbsp; 451891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/02/42  | 400000 | &nbsp;&nbsp;&nbsp; 328036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/05/45  | 200000 | &nbsp;&nbsp;&nbsp; 145866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/06/46  | 500000 | &nbsp;&nbsp;&nbsp; 370550 |
|  |  | **5558628** |
| ***Poland 0.0%***  | ***Poland 0.0%***  | ***Poland 0.0%***  |
| **Republic of Poland Government International Bond** | **Republic of Poland Government International Bond** | **Republic of Poland Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/22/24  | 450000 | &nbsp;&nbsp;&nbsp; 445968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/06/26  | 450000 | &nbsp;&nbsp;&nbsp; 432454 |
|  |  | **878422** |
| ***Republic of Korea 0.0%***  | ***Republic of Korea 0.0%***  | ***Republic of Korea 0.0%***  |
| **Korea International Bond** | **Korea International Bond** | **Korea International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/03/25  | 232000 | &nbsp;&nbsp;&nbsp; 236777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/27  | 250000 | &nbsp;&nbsp;&nbsp; 236437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/20/28  | 200000 | &nbsp;&nbsp;&nbsp; 192672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/19/29  | 200000 | &nbsp;&nbsp;&nbsp; 182736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/15/31  | 200000 | &nbsp;&nbsp;&nbsp; 166720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/10/44  | 200000 | &nbsp;&nbsp;&nbsp; 189746 |
|  |  | **1205088** |
| ***Uruguay 0.1%***  | ***Uruguay 0.1%***  | ***Uruguay 0.1%***  |
| **Uruguay Government International Bond** | **Uruguay Government International Bond** | **Uruguay Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/14/24  | &nbsp;&nbsp; 75333 | &nbsp;&nbsp;&nbsp;&nbsp; 75471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/27/27  | 300000 | &nbsp;&nbsp;&nbsp; 304320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 350672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/21/36  | 250000 | &nbsp;&nbsp;&nbsp; 318720 |

---

**60** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/20/45  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 139884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/18/50  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 747555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 04/20/55  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 388752 |
|  |  | **2325374** |
|  |  | **40059765** |
| **Supranational\* 1.3%** | **Supranational\* 1.3%** | **Supranational\* 1.3%** |
| **African Development Bank** | **African Development Bank** | **African Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 03/23/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 224273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 07/22/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 444215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/03/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 507125 |
| **Asian Development Bank** | **Asian Development Bank** | **Asian Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/14/23  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 729772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 10/06/23  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 481690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/30/24  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 439987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 06/11/24  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 704355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/18/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 378856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/22/25  | &nbsp;&nbsp;&nbsp; 851000 | &nbsp;&nbsp;&nbsp;&nbsp; 811386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/29/25  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 367320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/03/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 901330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/04/26  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 668490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 04/14/26  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 901200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/24/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 465925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/12/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 474360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/20/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 481880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/02/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 467050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/28  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 06/16/28  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 271748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 03/15/29  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 266124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/19/29  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 218003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/24/30  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 349408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/30  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 593085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/04/31  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 417545 |
| **Corp. Andina de Fomento** | **Corp. Andina de Fomento** | **Corp. Andina de Fomento** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/23/25  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 273411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/08/27  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 360752 |
| **Council of Europe Development Bank** | **Council of Europe Development Bank** | **Council of Europe Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/13/23  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 249028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 06/10/23  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 10/20/23  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 02/27/25  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/22/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 221308 |
| **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/27/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 237693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/19/25  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 319659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/25/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 448720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/28/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 446015 |
| **European Investment Bank** | **European Investment Bank** | **European Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/23  | &nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 845095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/14/23  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 738615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/29/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 985060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/15/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 488250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/24/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 483665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/15/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 386488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/10/25  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 427788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/14/25  | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 660541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/25/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 912000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 12/15/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 893450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 03/26/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 442455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/13/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 468860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/26/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 441120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/27  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 675300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/24/27  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 422100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/09/29  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 304248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/17/30  | &nbsp;&nbsp;&nbsp; 170000 | &nbsp;&nbsp;&nbsp;&nbsp; 137809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/23/30  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 398120 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 *(f)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/13/31  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/36  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545820 |
| **Inter-American Development Bank** | **Inter-American Development Bank** | **Inter-American Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/04/23  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 11/15/23  | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1198900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/16/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/21/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/23/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 01/15/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/14/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/03/25  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/25  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/20/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/02/26  | &nbsp;&nbsp;&nbsp; 524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/23/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/07/27  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/16/27  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 855180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 07/20/28  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/18/28  | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/18/29  | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/13/31  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 607845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/24/44  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354158 |
| **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/19/24  | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1119962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/28/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/25/24  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/15/25  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/11/25  | &nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/22/25  | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/28/25  | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1131175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/29/25  | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1101516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/28/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 07/15/26  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/27/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/22/27  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/24/27  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 04/20/28  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/13/28  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/23/29  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/14/30  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/26/30  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/10/31  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/03/31  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/29/32  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/35  | &nbsp;&nbsp;&nbsp; 480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509654 |
| **International Finance Corp.** | **International Finance Corp.** | **International Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/16/24  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/16/25  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/07/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/27/30  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317076 |
| **Nordic Investment Bank** | **Nordic Investment Bank** | **Nordic Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/21/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/04/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/11/25  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/21/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223113 |
| **The Asian Infrastructure Investment Bank** | **The Asian Infrastructure Investment Bank** | **The Asian Infrastructure Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 09/29/23  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/16/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/28/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/27/26  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664417 |
|  |  | **55988331** |
| **Total Government Related**<br> **(Cost $242,524,155)** | **Total Government Related**<br> **(Cost $242,524,155)** | **216294229** |

---

**61**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **SECURITIZED** 29.8% OF NET ASSETS | **SECURITIZED** 29.8% OF NET ASSETS | **SECURITIZED** 29.8% OF NET ASSETS |
| **Asset-Backed Securities 0.1%** | **Asset-Backed Securities 0.1%** | **Asset-Backed Securities 0.1%** |
| ***Auto Backed 0.0%***  | ***Auto Backed 0.0%***  | ***Auto Backed 0.0%***  |
| **Ford Credit Floorplan Master Owner Trust A** | **Ford Credit Floorplan Master Owner Trust A** | **Ford Credit Floorplan Master Owner Trust A** |
| Series 2019-2 Class A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 04/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 172000 | &nbsp;&nbsp;&nbsp; 166046 |
| **Toyota Auto Receivables Owner Trust** | **Toyota Auto Receivables Owner Trust** | **Toyota Auto Receivables Owner Trust** |
| Series 2016-A Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.68%, 05/15/25 *(a)* | 1030000 | &nbsp;&nbsp;&nbsp; 999003 |
|  |  | **1165049** |
| ***Credit Card 0.1%***  | ***Credit Card 0.1%***  | ***Credit Card 0.1%***  |
| **American Express Credit Account Master Trust** | **American Express Credit Account Master Trust** | **American Express Credit Account Master Trust** |
| Series 2018-2, Class A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.01%, 10/15/25 *(a)* | 1800000 | 1790329 |
| **Capital One Multi-Asset Execution Trust** | **Capital One Multi-Asset Execution Trust** | **Capital One Multi-Asset Execution Trust** |
| Series 2019-A3, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 08/15/28 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp; 910092 |
| **Citibank Credit Card Issuance Trust** | **Citibank Credit Card Issuance Trust** | **Citibank Credit Card Issuance Trust** |
| Series 2018-A6, Class A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.21%, 12/09/24 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 599837 |
| **Discover Card Execution Note Trust** | **Discover Card Execution Note Trust** | **Discover Card Execution Note Trust** |
| Series 2018-A1, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 08/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 298799 |
|  |  | **3599057** |
| ***Electric 0.0%***  | ***Electric 0.0%***  | ***Electric 0.0%***  |
| **PG&E Wildfire Recovery Funding LLC** | **PG&E Wildfire Recovery Funding LLC** | **PG&E Wildfire Recovery Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 06/01/32  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 06/01/38  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/01/49  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 177080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 12/01/53  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 182134 |
|  |  | **547413** |
|  |  | **5311519** |
| **Commercial Mortgage-Backed Security 2.2%** | **Commercial Mortgage-Backed Security 2.2%** | **Commercial Mortgage-Backed Security 2.2%** |
| **BANK** | **BANK** | **BANK** |
| Series 2017-BNK7, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 09/15/60 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 138693 |
| Series 2017-BNK8, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 11/15/50 *(a)* | 1190000 | 1098343 |
| Series 2017-BNK9, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 11/15/54 *(a)* | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp; 880106 |
| Series 2019-BN19, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 08/15/61 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 530215 |
| Series 2020-BN26, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/63 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 251413 |
| **Bank of America Merrill Lynch Commercial Mortgage Trust** | **Bank of America Merrill Lynch Commercial Mortgage Trust** | **Bank of America Merrill Lynch Commercial Mortgage Trust** |
| Series 2016-UB10 Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 150552 | &nbsp;&nbsp;&nbsp; 139727 |
| **BBCMS Mortgage Trust** | **BBCMS Mortgage Trust** | **BBCMS Mortgage Trust** |
| Series 2018-C2, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 12/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 449000 | &nbsp;&nbsp;&nbsp; 422863 |
| **Benchmark Mortgage Trust** | **Benchmark Mortgage Trust** | **Benchmark Mortgage Trust** |
| Series 2019-B10 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 03/15/62 *(a)* | 5090000 | 4699598 |
| Series 2019-B12, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 08/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 621190 |
| Series 2019-B13, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/57 *(a)* | 3500000 | 3061901 |
| Series 2019-B9, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 564192 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| Series 2020-B16, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 02/15/53 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp; 857923 |
| **CD Mortgage Trust** | **CD Mortgage Trust** | **CD Mortgage Trust** |
| Series 2016-CD2 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 11/10/49 *(a)* | &nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp; 223245 |
| **CFCRE Commercial Mortgage Trust** | **CFCRE Commercial Mortgage Trust** | **CFCRE Commercial Mortgage Trust** |
| Series 2016-C3, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 01/10/48 *(a)* | &nbsp;&nbsp;&nbsp; 402000 | &nbsp;&nbsp;&nbsp; 382470 |
| Series 2016-C4, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 05/10/58 *(a)* | &nbsp;&nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp; 398586 |
| Series 2016-C7, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 12/10/54 *(a)* | 2200000 | 2071317 |
| **Citigroup Commercial Mortgage Trust** | **Citigroup Commercial Mortgage Trust** | **Citigroup Commercial Mortgage Trust** |
| Series 2014-GC25, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 10/10/47 *(a)* | &nbsp;&nbsp;&nbsp; 253748 | &nbsp;&nbsp;&nbsp; 243819 |
| Series 2016-GC36, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 02/10/49 *(a)* | 2260000 | 2132220 |
| Series 2016-GC37, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 04/10/49 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93498 |
| Series 2017-C4, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 10/12/50 *(a)* | 5700000 | 5249270 |
| **COMM Mortgage Trust** | **COMM Mortgage Trust** | **COMM Mortgage Trust** |
| Series 2014-LC15, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/10/47 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 244140 |
| Series 2014-LC17 Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 10/10/47 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp; 43537 |
| Series 2015-CR24, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/10/48 *(a)* | 1148000 | 1092059 |
| Series 2015-DC1 Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/10/48 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 475833 |
| Series 2015-LC23, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 10/10/48 *(a)* | &nbsp;&nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp; 313350 |
| Series 2016-CR28, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 02/10/49 *(a)* | &nbsp;&nbsp;&nbsp; 602000 | &nbsp;&nbsp;&nbsp; 571345 |
| Series 2016-DC2, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 02/10/49 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 284561 |
| **CSAIL Commercial Mortgage Trust** | **CSAIL Commercial Mortgage Trust** | **CSAIL Commercial Mortgage Trust** |
| Series 2015-C1, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 04/15/50 *(a)* | 1405000 | 1338108 |
| Series 2019-C17, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 09/15/52 *(a)* | 2500000 | 2164765 |
| **CSMC Trust** | **CSMC Trust** | **CSMC Trust** |
| Series 2016-NXSR, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 12/15/49 *(a)* | 2000000 | 1886774 |
| **Fannie Mae-ACES** | **Fannie Mae-ACES** | **Fannie Mae-ACES** |
| Series 2014-M2 Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 12/25/23 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 38856 | &nbsp;&nbsp;&nbsp;&nbsp; 38437 |
| Series 2015-M13, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.79%, 06/25/25 *(a)(j)* | &nbsp;&nbsp;&nbsp; 136212 | &nbsp;&nbsp;&nbsp; 130152 |
| Series 2016-M11 Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.37%, 07/25/26 *(a)(j)* | &nbsp;&nbsp;&nbsp; 785000 | &nbsp;&nbsp;&nbsp; 730914 |
| **Freddie Mac Multifamily Structured Pass-Through Certificates** | **Freddie Mac Multifamily Structured Pass-Through Certificates** | **Freddie Mac Multifamily Structured Pass-Through Certificates** |
| Series K042, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/25/24 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 384969 |
| Series K047 Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 05/25/25 *(a)(j)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 386572 |
| Series K048, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 06/25/25 *(a)(j)* | 1150000 | 1110516 |
| Series K052 Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/25/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96107 |
| Series K054, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/25/26 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9488 |
| Series K058, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 563414 |
| Series K061, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/25/26 *(a)(j)* | 2500000 | 2403547 |

---

**62** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| Series K062, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 12/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 288876 |
| Series K064, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 03/25/27 *(a)* | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp; 716417 |
| Series K066 Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 06/25/27 *(a)* | 1200000 | 1140094 |
| Series K070, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/25/27 *(a)(j)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 478132 |
| Series K071, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 11/25/27 *(a)* | 2000000 | 1910881 |
| Series K072, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 12/25/27 *(a)* | &nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp; 866127 |
| Series K074 Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/25/27 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 71782 | &nbsp;&nbsp;&nbsp;&nbsp; 70167 |
| Series K074, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/25/28 *(a)* | 3500000 | 3390012 |
| Series K078, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/25/28 *(a)* | 1182367 | 1156269 |
| Series K083, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/25/28 *(a)(j)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 246171 |
| Series K085, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 10/25/28 *(a)(j)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 687150 |
| Series K087, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 12/25/28 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96962 |
| Series K099 Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/25/29 *(a)* | 2210000 | 1986407 |
| Series K-1512, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 05/25/31 *(a)* | 2500000 | 2263982 |
| Series K154, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 04/25/32 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp; 658168 |
| Series K157, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 05/25/33 *(a)* | &nbsp;&nbsp;&nbsp; 360000 | &nbsp;&nbsp;&nbsp; 350071 |
| Series K733, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/25/25 *(a)(j)* | 1400000 | 1365066 |
| Series K735, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.86%, 05/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 826370 | &nbsp;&nbsp;&nbsp; 783296 |
| Series KS03, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 05/25/25 *(a)(j)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 144810 |
| **GS Mortgage Securities Trust** | **GS Mortgage Securities Trust** | **GS Mortgage Securities Trust** |
| Series 2014-GC20 Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/10/47 *(a)* | &nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp; 219733 |
| Series 2020-GC45, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 02/13/53 *(a)* | 3000000 | 2593147 |
| **JP Morgan Chase Commercial Mortgage Securities Trust** | **JP Morgan Chase Commercial Mortgage Securities Trust** | **JP Morgan Chase Commercial Mortgage Securities Trust** |
| Series 2016-JP4 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/15/49 *(a)(j)* | 2034000 | 1902742 |
| **JPMBB Commercial Mortgage Securities Trust** | **JPMBB Commercial Mortgage Securities Trust** | **JPMBB Commercial Mortgage Securities Trust** |
| Series 2013-C17 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 196017 |
| Series 2015-C33 Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 659208 | &nbsp;&nbsp;&nbsp; 621988 |
| Series 2015-C33, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 12/15/48 *(a)* | 2550000 | 2427658 |
| **JPMCC Commercial Mortgage Securities Trust** | **JPMCC Commercial Mortgage Securities Trust** | **JPMCC Commercial Mortgage Securities Trust** |
| Series 2017-JP5 Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 03/15/50 *(a)* | 2430000 | 2287643 |
| **JPMDB Commercial Mortgage Securities Trust** | **JPMDB Commercial Mortgage Securities Trust** | **JPMDB Commercial Mortgage Securities Trust** |
| Series 2015-C32 Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/48 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp; 941117 |
| Series 2018-C8 Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 06/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 283700 |
| **Morgan Stanley Bank of America Merrill Lynch Trust** | **Morgan Stanley Bank of America Merrill Lynch Trust** | **Morgan Stanley Bank of America Merrill Lynch Trust** |
| Series 2013-C11, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 08/15/46 *(a)(j)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 344863 |
| Series 2013-C13 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 11/15/46 *(a)* | &nbsp;&nbsp;&nbsp; 360000 | &nbsp;&nbsp;&nbsp; 352170 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| Series 2013-C8, Class AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/48 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 31565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31432 |
| Series 2016-C28 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 01/15/49 *(a)* | 1300000 | &nbsp;&nbsp; 1223798 |
| **Morgan Stanley Capital I Trust** | **Morgan Stanley Capital I Trust** | **Morgan Stanley Capital I Trust** |
| Series 2015-A4 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 05/15/48 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47333 |
| Series 2015-UBS8, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 12/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 378349 |
| Series 2017-H1, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.26%, 06/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 230584 |
| Series 2020-HR8, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.04%, 07/15/53 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 804402 |
| **UBS Commercial Mortgage Trust** | **UBS Commercial Mortgage Trust** | **UBS Commercial Mortgage Trust** |
| Series 2017-C3, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 08/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 184050 |
| Series 2017-C6, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 12/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 554562 |
| **Wells Fargo Commercial Mortgage Trust** | **Wells Fargo Commercial Mortgage Trust** | **Wells Fargo Commercial Mortgage Trust** |
| Series 2013-C33 Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 03/15/59 *(a)* | &nbsp;&nbsp;&nbsp; 113947 | &nbsp;&nbsp;&nbsp;&nbsp; 106578 |
| Series 2013-LC12, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 07/15/46 *(a)(j)* | 1409000 | &nbsp;&nbsp; 1393176 |
| Series 2015-C28, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 05/15/48 *(a)* | &nbsp;&nbsp;&nbsp; 246292 | &nbsp;&nbsp;&nbsp;&nbsp; 233321 |
| Series 2015-C30, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.66%, 09/15/58 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189959 |
| Series 2015-NXS4, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 12/15/48 *(a)* | 2100000 | &nbsp;&nbsp; 1994498 |
| Series 2016-C32, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 01/15/59 *(a)* | 1200000 | &nbsp;&nbsp; 1130805 |
| Series 2016-NXS5, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 01/15/59 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 674106 |
| Series 2016-NXS5, Class A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 01/15/59 *(a)* | 1330400 | &nbsp;&nbsp; 1251696 |
| Series 2016-NXS6 Class ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 11/15/49 *(a)* | &nbsp;&nbsp;&nbsp; 252427 | &nbsp;&nbsp;&nbsp;&nbsp; 241529 |
| Series 2017-C40, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 10/15/50 *(a)* | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp; 944688 |
| Series 2017-C41, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 11/15/50 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 275805 |
| Series 2017-C42, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 12/15/50 *(a)* | 1400000 | &nbsp;&nbsp; 1293135 |
| Series 2018-C44, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 05/15/51 *(a)* | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; 902238 |
| Series 2018-C47, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 09/15/61 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 473246 |
| Series 2019-C50, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 05/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 675000 | &nbsp;&nbsp;&nbsp;&nbsp; 615945 |
| Series 2019-C51 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 06/15/52 *(a)* | 1800000 | &nbsp;&nbsp; 1600164 |
| Series 2019-C53, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 10/15/52 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 436219 |
| Series 2020-C55, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 02/15/53 *(a)* | 1950000 | &nbsp;&nbsp; 1658558 |
| Series 2020-C58, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 07/15/53 *(a)* | 1645000 | &nbsp;&nbsp; 1311255 |
| **WFRBS Commercial Mortgage Trust** | **WFRBS Commercial Mortgage Trust** | **WFRBS Commercial Mortgage Trust** |
| Series 2013-C15, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/46 *(a)(j)* | &nbsp;&nbsp;&nbsp; 710000 | &nbsp;&nbsp;&nbsp;&nbsp; 700636 |
| Series 2013-C18 Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 12/15/46 *(a)* | &nbsp;&nbsp;&nbsp; 326462 | &nbsp;&nbsp;&nbsp;&nbsp; 317701 |
|  |  | **90298781** |

---

**63**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Mortgage-Backed Securities Pass-Through 27.5%** | **Mortgage-Backed Securities Pass-Through 27.5%** | **Mortgage-Backed Securities Pass-Through 27.5%** |
| **Fannie Mae** | **Fannie Mae** | **Fannie Mae** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/24 to 07/01/49 *(a)* | &nbsp;&nbsp; 13214238 | &nbsp;&nbsp;&nbsp;&nbsp; 13162220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/25 to 09/01/50 *(a)* | &nbsp;&nbsp; 57575125 | &nbsp;&nbsp;&nbsp;&nbsp; 54119699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/01/26 to 05/01/52 *(a)* | &nbsp;&nbsp; 81004130 | &nbsp;&nbsp;&nbsp;&nbsp; 73768768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/27 to 08/01/50 *(a)* | &nbsp;&nbsp; 36396032 | &nbsp;&nbsp;&nbsp;&nbsp; 35238113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/27 to 05/01/52 *(a)* | 135031175 | &nbsp;&nbsp;&nbsp; 117334927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/27 to 04/01/52 *(a)* | 174870197 | &nbsp;&nbsp;&nbsp; 146923447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/33 to 11/01/48 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 2631587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2726849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 to 09/01/49 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 4552250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4625006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/01/34 to 05/01/40 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/01/35 to 07/01/41 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 1186186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/35 to 11/01/51 *(a)* | &nbsp;&nbsp; 32770914 | &nbsp;&nbsp;&nbsp;&nbsp; 27377149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/01/36 to 07/01/36 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 728473 |
| **Freddie Mac** | **Freddie Mac** | **Freddie Mac** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/01/23 to 03/01/52 *(a)* | 166824233 | &nbsp;&nbsp;&nbsp; 139502546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/26 to 09/01/51 *(a)* | &nbsp;&nbsp; 25854875 | &nbsp;&nbsp;&nbsp;&nbsp; 24247002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/26 to 07/01/50 *(a)* | &nbsp;&nbsp; 15171734 | &nbsp;&nbsp;&nbsp;&nbsp; 14671047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/26 to 05/01/52 *(a)* | &nbsp;&nbsp; 48774586 | &nbsp;&nbsp;&nbsp;&nbsp; 44245727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/27 to 05/01/52 *(a)* | &nbsp;&nbsp; 99332401 | &nbsp;&nbsp;&nbsp;&nbsp; 85954185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/01/32 to 07/01/40 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 to 08/01/41 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 1229623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1275543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 to 12/01/49 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 2642443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2692249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/34 to 08/01/49 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 7836432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7813483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/35 to 08/01/51 *(a)* | &nbsp;&nbsp; 43787923 | &nbsp;&nbsp;&nbsp;&nbsp; 35751442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/36 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/01/36 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306332 |
| **Ginnie Mae** | **Ginnie Mae** | **Ginnie Mae** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/20/27 to 04/20/52 *(a)* | &nbsp;&nbsp; 46259111 | &nbsp;&nbsp;&nbsp;&nbsp; 42259044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/20/27 to 04/20/52 *(a)* | &nbsp;&nbsp; 71298311 | &nbsp;&nbsp;&nbsp;&nbsp; 62798761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/20/32 to 06/20/51 *(a)* | &nbsp;&nbsp; 35582174 | &nbsp;&nbsp;&nbsp;&nbsp; 33683393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/20/33 to 11/20/47 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 3552399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3657550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/33 to 11/20/44 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/20/36 to 03/20/52 *(a)* | &nbsp;&nbsp; 67402262 | &nbsp;&nbsp;&nbsp;&nbsp; 57534372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/39 to 02/20/50 *(a)* | &nbsp;&nbsp; 16340516 | &nbsp;&nbsp;&nbsp;&nbsp; 15930973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/39 to 02/20/50 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 7261919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7264630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/20/44 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/20/51 to 10/20/51 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699595 |
| **Ginnie Mae TBA** | **Ginnie Mae TBA** | **Ginnie Mae TBA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/20/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4504360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/20/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3243469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/20/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7631402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/20/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8806759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/20/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4493550 |
| **UMBS TBA** | **UMBS TBA** | **UMBS TBA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/13/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5304025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/13/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7320279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/13/52 *(a)(k)* | &nbsp;&nbsp; 16500000 | &nbsp;&nbsp;&nbsp;&nbsp; 15595173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/13/52 *(a)(k)* | &nbsp;&nbsp; 19500000 | &nbsp;&nbsp;&nbsp;&nbsp; 18958105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/13/52 *(a)(k)* | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 14920905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/13/52 *(a)(k)* | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011455 |
|  |  | **1150850314** |
| **Total Securitized**<br> **(Cost $1,434,420,322)** | **Total Securitized**<br> **(Cost $1,434,420,322)** | **1246460614** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **SHORT-TERM INVESTMENTS** 2.3% OF NET ASSETS | **SHORT-TERM INVESTMENTS** 2.3% OF NET ASSETS | **SHORT-TERM INVESTMENTS** 2.3% OF NET ASSETS |
| **Money Market Funds 2.3%** | **Money Market Funds 2.3%** | **Money Market Funds 2.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.66% *(l)*<br>| 95144692 | &nbsp;&nbsp;&nbsp;&nbsp; 95144692 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.66% *(l)(m)*<br>| &nbsp;&nbsp;&nbsp;&nbsp; 818500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818500 |
|  |  | **95963192** |
| **Total Short-Term Investments**<br> **(Cost $95,963,192)** | **Total Short-Term Investments**<br> **(Cost $95,963,192)** | **95963192** |
| **Total Investments in Securities**<br> **(Cost $4,790,170,109)** | **Total Investments in Securities**<br> **(Cost $4,790,170,109)** | **4264230024** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Supranational bonds represent the debt of international organizations or institutions such as the World Bank, the International Monetary Fund, regional multilateral development banks and others. 

*(a)* The effective maturity may be shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or as the result of embedded demand features (puts or calls). 

*(b)* Security is in a fixed-rate coupon period. Based on index eligibility requirements and the fund's investment objective this security will be removed from the index prior to converting to a floating rate security. 

*(c)* Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $18,994,488 or 0.5% of net assets. 

*(d)* Issuer is affiliated with the fund's investment adviser.

*(e)* Interest rate is subject to adjustments from time to time if a nationally recognized statistical rating organization downgrades (or subsequently upgrades) the debt rating assigned to the bond. 

*(f)* All or a portion of this security is on loan. Securities on loan were valued at $803,314. 

*(g)* Step up bond that pays an initial coupon rate for a set period and increased coupon rates at one or more preset intervals. Rate shown is as of period end. 

*(h)* Guaranteed by the Republic of Germany.

*(i)* Zero coupon bond.

*(j)* Fixed rate is determined by a formula set forth in the security's offering documents and is affected by the current WAC of the underlying loans. 

*(k)* Security or a portion of the security purchased on a delayed-delivery or when-issued basis. 

*(l)* The rate shown is the annualized 7-day yield.

*(m)* Security purchased with cash collateral received for securities on loan.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ACES — | Alternate Credit Enhancement Securities |
| GO — | General obligation |
| MBS — | Mortgage-Backed Security |
| RB — | Revenue bond |
| REIT — | Real Estate Investment Trust |
| TBA — | To-be-announced |
| UMBS — | Uniform Mortgage-Backed Securities are single-class securities backed by <br> mortgage loans purchased by either Freddie Mac or Fannie Mae.<br>|
| WAC — | Weighted Average Coupon, which is the weighted average gross interest <br> rate of the securitized asset pool and is determined by the different speeds <br> at which the underlying mortgages are paid down.<br>|

---

**64** 

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Below is a summary of the fund's transactions with affiliated issuers during the period ended November 30, 2022:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SECURITY<br> RATE, MATURITY DATE<br>| VALUE AT<br> 8/31/22<br>| PURCHASES | SALES | REALIZED<br> GAINS (LOSSES)<br>| NET CHANGE IN<br> UNREALIZED<br> APPRECIATION<br> (DEPRECIATION)<br>| ACCRETION OF<br> DISCOUNTS<br> (AMORTIZATION<br> OF PREMIUMS)<br>| VALUE AT<br> 11/30/22<br>| FACE AMOUNT<br> AT 11/30/22<br>| INTEREST<br> INCOME EARNED<br>|
| **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS | **CORPORATES** 0.0% OF NET ASSETS |
| **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** | **Financial Institutions 0.0%** |
| **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** |
| The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 02/01/24 | &nbsp;&nbsp;&nbsp;&nbsp; $49913 | $— | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp; ($130) | &nbsp;&nbsp;&nbsp; ($388) | &nbsp;&nbsp;&nbsp;&nbsp; $49395 | $50000 | &nbsp;&nbsp;&nbsp;&nbsp; $444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/18/24 | &nbsp;&nbsp;&nbsp;&nbsp; 239367 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1604) | &nbsp;&nbsp;&nbsp;&nbsp; (173) | &nbsp;&nbsp;&nbsp;&nbsp; 237590 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49968 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147) | &nbsp;&nbsp;&nbsp;&nbsp; (380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49441 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48960 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (653) | &nbsp;&nbsp;&nbsp;&nbsp; (108) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48199 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100495 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (427) | &nbsp;&nbsp;&nbsp;&nbsp; (343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99725 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49456 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303) | &nbsp;&nbsp;&nbsp;&nbsp; (297) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48856 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100186 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1320) | &nbsp;&nbsp;&nbsp;&nbsp; (395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98471 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49390 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505) | &nbsp;&nbsp;&nbsp;&nbsp; (148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48737 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 180064 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1547) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79) | &nbsp;&nbsp;&nbsp;&nbsp; 178438 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 135407 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46) | &nbsp;&nbsp;&nbsp;&nbsp; 134009 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96891 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1675) | &nbsp;&nbsp;&nbsp;&nbsp; (530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94686 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | &nbsp;&nbsp;&nbsp;&nbsp; 233380 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3304) | &nbsp;&nbsp;&nbsp;&nbsp; 374 | &nbsp;&nbsp;&nbsp;&nbsp; 230450 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97111 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1290) | &nbsp;&nbsp;&nbsp;&nbsp; (409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95412 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95581 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1620) | &nbsp;&nbsp;&nbsp;&nbsp; (166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93795 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 179930 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79) | &nbsp;&nbsp;&nbsp;&nbsp; 177526 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98538 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2022) | &nbsp;&nbsp;&nbsp;&nbsp; (384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96132 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93953 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2029) | &nbsp;&nbsp;&nbsp;&nbsp; (215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91709 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45143 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44211 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50752 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1049) | &nbsp;&nbsp;&nbsp;&nbsp; (131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49572 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80833 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78837 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85348 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2276) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82982 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | &nbsp;&nbsp;&nbsp;&nbsp; 102176 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99284 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp;&nbsp; 132528 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3570) | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp;&nbsp; 129087 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1087 |
| **Total** | **$2395370** | **$—** | **$—** | **$—** | **($34913)** | **($3913)** | **$2356544** |  | **$15910** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

The following is a summary of the inputs used to value the fund's investments as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| DESCRIPTION | QUOTED PRICES IN<br> ACTIVE MARKETS FOR<br> IDENTICAL ASSETS<br> (LEVEL 1)<br>| &nbsp;&nbsp; OTHER SIGNIFICANT<br> OBSERVABLE INPUTS<br> (LEVEL 2)<br>| &nbsp;&nbsp; SIGNIFICANT<br> UNOBSERVABLE INPUTS<br> (LEVEL 3)<br>| TOTAL |
| **Assets** |  |  |  |  |
| Corporates<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | $1013811565 | $— | $1013811565 |
| Treasuries<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1691700424 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1691700424 |
| Government Related<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 216294229 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 216294229 |
| Securitized<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1246460614 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1246460614 |
| Short-Term Investments<sup>1</sup> <br>| &nbsp;&nbsp; 95963192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95963192 |
| **Total** | **$95963192** | **$4168266832** | **$—** | **$4264230024** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>1</sup> As categorized in the Portfolio Holdings.

Fund investments in mutual funds are classified as Level 1, without consideration to the classification level of the underlying securities held by the mutual funds, which could be Level 1, Level 2 or Level 3.

**65**

------

Schwab Investments <br>Schwab Short-Term Bond Index Fund

------

**Portfolio Holdings** as of November 30, 2022 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The following are the portfolio holdings as of the report date. For more information, please refer to the fund's semiannual or annual shareholder reports. You can also obtain this information at no cost by calling 1-866-414-6349 or by sending an email request to orders@mysummaryprospectus.com.

For fixed-rate obligations, the rate shown is the interest rate (the rate established when the obligation was issued). All securities are currently in a fixed-rate coupon period based on index eligibility requirements and the fund's investment objective. Variable rate securities are subject to index requirements and will be removed from the index and fund prior to converting from a fixed-rate coupon to a variable rate coupon. The maturity date shown for all the securities is the final legal maturity.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CORPORATES** 26.4% OF NET ASSETS | **CORPORATES** 26.4% OF NET ASSETS | **CORPORATES** 26.4% OF NET ASSETS |
| **Financial Institutions 12.4%** | **Financial Institutions 12.4%** | **Financial Institutions 12.4%** |
| ***Banking 9.9%***  | ***Banking 9.9%***  | ***Banking 9.9%***  |
| **Ally Financial, Inc.** | **Ally Financial, Inc.** | **Ally Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/21/24 *(a)* | 100000 | &nbsp;&nbsp; 97506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/30/24  | 150000 | 149034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/30/25  | 100000 | &nbsp;&nbsp; 98592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 05/01/25 *(a)* | 200000 | 201200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 *(a)* | 150000 | 154107 |
| **American Express Co.** | **American Express Co.** | **American Express Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/22/24 *(a)* | 150000 | 147549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/03/24  | 500000 | 490300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/30/24 *(a)* | 400000 | 385880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/24 *(a)* | 200000 | 194172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/05/24 *(a)* | 100000 | &nbsp;&nbsp; 97824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/04/25 *(a)* | 400000 | 378172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/25 *(a)* | 400000 | 392700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/06/25 *(a)* | 250000 | 247422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/20/26 *(a)* | 250000 | 237010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 11/04/26 *(a)* | 150000 | 133542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 *(a)* | 400000 | 363908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 *(a)* | 400000 | 374944 |
| **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/16/25  | 250000 | 243080 |
| **Banco Bilbao Vizcaya Argentaria S.A.** | **Banco Bilbao Vizcaya Argentaria S.A.** | **Banco Bilbao Vizcaya Argentaria S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/18/25  | 200000 | 179212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 09/14/28 *(a)(b)* | 200000 | 198216 |
| **Banco Santander S.A.** | **Banco Santander S.A.** | **Banco Santander S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 05/24/24  | 400000 | 391176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 06/27/24  | 200000 | 192328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/28/25  | 400000 | 376264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/18/25  | 200000 | 197882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 11/19/25  | 400000 | 391460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/25/26  | 400000 | 353384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/11/27  | 200000 | 188696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 08/18/27  | 400000 | 388132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.72%, 09/14/27 *(a)(b)* | 400000 | 340668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 03/24/28 *(a)(b)* | 200000 | 184862 |
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/22/24  | 500000 | 496635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/24  | 350000 | 347385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/26/24  | 800000 | 789168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/22/25  | 600000 | 588594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.84%, 02/04/25 *(a)(b)* | 400000 | 382028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 03/15/25 *(a)(b)* | 500000 | 486960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/21/25  | 400000 | 391232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 04/22/25 *(a)(b)* | 500000 | 468125 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 04/25/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/01/25  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 345397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 09/25/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 504476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 10/01/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 286281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.46%, 10/22/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp; 423513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.53%, 12/06/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 367504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 01/23/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 478085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.02%, 02/13/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 324674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/03/26  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 394368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/02/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 725000 | &nbsp;&nbsp;&nbsp; 690388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/19/26  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 575874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 06/19/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; 586274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/22/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 490295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/24/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 532740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.66%, 03/11/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; 576205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 04/23/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; 519293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.73%, 07/22/27 *(a)(b)* | 1350000 | 1183612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 *(a)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 370024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/20/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 470665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 447520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 373152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/27/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 479990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 371192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/22/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 490485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/10/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 155117 |
| **Bank of Montreal** | **Bank of Montreal** | **Bank of Montreal** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 12/08/23  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp; 143523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/05/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 294690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 03/08/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 241648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/28/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 240703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/09/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 233380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/14/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 296214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/10/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; 233300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/25  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 327201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/07/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 194916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/15/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 263661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 01/22/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; 310107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/08/27  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 275247 |
| **BankUnited, Inc.** | **BankUnited, Inc.** | **BankUnited, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/17/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 198682 |
| **Barclays Bank PLC** | **Barclays Bank PLC** | **Barclays Bank PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 196390 |
| **Barclays PLC** | **Barclays PLC** | **Barclays PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/11/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 196480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.01%, 12/10/24 *(a)(b)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 283746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/16/25  | &nbsp;&nbsp;&nbsp; 425000 | &nbsp;&nbsp;&nbsp; 405467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.93%, 05/07/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 578952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/12/26  | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp; 626366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/07/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 368996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/12/26  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 388216 |

---

**66** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 11/24/27 *(a)(b)* | 400000 | 344728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/09/28 *(a)(b)* | 400000 | 387240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/02/28 *(a)(b)* | 200000 | 207042 |
| **BNP Paribas S.A.** | **BNP Paribas S.A.** | **BNP Paribas S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/24  | 200000 | 195322 |
| **BPCE S.A.** | **BPCE S.A.** | **BPCE S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/24  | 250000 | 245785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/02/26  | 250000 | 234998 |
| **Cadence Bank** | **Cadence Bank** | **Cadence Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/20/29 *(a)(b)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47128 |
| **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 12/14/23  | 250000 | 239620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/02/24  | 150000 | 146390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/28/25  | 150000 | 141665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/07/25  | 250000 | 241430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/04/25  | 300000 | 292140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/23/25  | 250000 | 224628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/22/26  | 200000 | 176192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 *(c)* | 250000 | 235833 |
| **Capital One Financial Corp.** | **Capital One Financial Corp.** | **Capital One Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/29/24 *(a)* | 150000 | 148059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/24/24 *(a)* | 100000 | &nbsp;&nbsp; 98061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 10/30/24 *(a)* | 400000 | 387600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.34%, 12/06/24 *(a)(b)* | 150000 | 143496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/05/25 *(a)* | 350000 | 336462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/30/25 *(a)* | 300000 | 294624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/29/25 *(a)* | 500000 | 486555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 03/03/26 *(a)(b)* | 300000 | 281118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/28/26 *(a)* | 250000 | 236768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 *(a)* | 300000 | 284730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 *(a)* | 250000 | 236805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/02/27 *(a)(b)* | 300000 | 260784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/10/28 *(a)(b)* | 400000 | 384616 |
| **Citibank NA** | **Citibank NA** | **Citibank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/23/24 *(a)* | 500000 | 493615 |
| **Citigroup, Inc.** | **Citigroup, Inc.** | **Citigroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/16/24  | 100000 | &nbsp;&nbsp; 98642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/05/24  | 300000 | 294342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/26/25  | 200000 | 195544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/24/25 *(a)(b)* | 500000 | 483665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/27/25  | 350000 | 339293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 05/01/25 *(a)(b)* | 200000 | 186602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 05/24/25 *(a)(b)* | 200000 | 196230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/10/25  | 600000 | 590430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/13/25  | 200000 | 203436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/12/26  | 500000 | 480675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 01/25/26 *(a)(b)* | 500000 | 464245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/09/26  | 350000 | 345184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 03/17/26 *(a)(b)* | 500000 | 476285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/08/26 *(a)(b)* | 750000 | 711480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/26  | 500000 | 476820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 09/29/26 *(a)(b)* | 500000 | 501820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/21/26 *(a)* | 500000 | 467490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/20/26  | 250000 | 244857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.12%, 01/28/27 *(a)(b)* | 650000 | 567476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.46%, 06/09/27 *(a)(b)* | 750000 | 653250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/29/27  | 500000 | 481950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28 *(a)(b)* | 600000 | 566250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 02/24/28 *(a)(b)* | 500000 | 455200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 05/24/28 *(a)(b)* | 350000 | 340980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28 *(a)(b)* | 250000 | 231300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28 *(a)(b)* | 400000 | 367436 |
| **Citizens Bank NA** | **Citizens Bank NA** | **Citizens Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/28/25 *(a)* | 250000 | 233248 |
| **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/03/25 *(a)* | 200000 | 195414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 07/27/26 *(a)* | 250000 | 232675 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Comerica Bank** | **Comerica Bank** | **Comerica Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/23/24  | 250000 | 239713 |
| **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/22/24  | 250000 | 245830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/10/25  | 250000 | 233030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/21/25  | 250000 | 242850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/04/25  | 250000 | 243163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/21/26  | 250000 | 234925 |
| **Credit Suisse AG** | **Credit Suisse AG** | **Credit Suisse AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/02/24  | 250000 | 229308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/09/24  | 650000 | 602556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/21/25  | 250000 | 229195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/09/25  | 300000 | 268536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/07/26  | 500000 | 396750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/09/27  | 250000 | 226708 |
| **Credit Suisse Group AG** | **Credit Suisse Group AG** | **Credit Suisse Group AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/26/25  | 500000 | 443390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/17/26  | 350000 | 308465 |
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 05/28/24  | 300000 | 280773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/30/24  | 300000 | 294042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/01/25 *(a)(b)* | 200000 | 184842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.16%, 05/13/25  | 150000 | 146709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/26/25 *(a)(b)* | 600000 | 567132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/13/26  | 200000 | 192766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.69%, 03/19/26  | 200000 | 178168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 11/24/26 *(a)(b)* | 500000 | 437710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.31%, 11/16/27 *(a)(b)* | 500000 | 419255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/07/28 *(a)(b)* | 200000 | 168058 |
| **Discover Bank** | **Discover Bank** | **Discover Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/12/24 *(a)* | 250000 | 236793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/27/26 *(a)* | 250000 | 230510 |
| **Discover Financial Services** | **Discover Financial Services** | **Discover Financial Services** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/06/24 *(a)* | 100000 | &nbsp;&nbsp; 97541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/04/25 *(a)* | 100000 | &nbsp;&nbsp; 96209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/26 *(a)* | 250000 | 242608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 *(a)* | 150000 | 141269 |
| **Fifth Third Bancorp** | **Fifth Third Bancorp** | **Fifth Third Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/16/24 *(a)* | 250000 | 248040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/25/24 *(a)* | 300000 | 295446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/28/25 *(a)* | 150000 | 141911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 *(a)* | 175000 | 158121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 11/01/27 *(a)(b)* | 200000 | 177224 |
| **Fifth Third Bank NA** | **Fifth Third Bank NA** | **Fifth Third Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 07/28/25 *(a)* | 250000 | 246010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/26 *(a)* | 200000 | 191816 |
| **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/30 *(a)(b)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47293 |
| **First Horizon Corp.** | **First Horizon Corp.** | **First Horizon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/26/25 *(a)* | 100000 | &nbsp;&nbsp; 96935 |
| **First-Citizens Bank & Trust Co.** | **First-Citizens Bank & Trust Co.** | **First-Citizens Bank & Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 09/27/25 *(a)(b)* | 250000 | 236363 |
| **HSBC Holdings PLC** | **HSBC Holdings PLC** | **HSBC Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/14/24  | 450000 | 443290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/11/25 *(a)(b)* | 600000 | 581214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 05/24/25 *(a)(b)* | 400000 | 368284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/18/25  | 350000 | 337291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/07/25 *(a)(b)* | 400000 | 372720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 12/09/25 *(a)(b)* | 200000 | 192704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/08/26  | 400000 | 389436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/26 *(a)(b)* | 400000 | 373168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 04/18/26 *(a)(b)* | 425000 | 383103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/26  | 600000 | 572712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/04/26 *(a)(b)* | 550000 | 498470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 09/12/26 *(a)(b)* | 600000 | 571920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/23/26  | 300000 | 288096 |

---

**67**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.59%, 05/24/27 *(a)(b)* | 400000 | 343116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/22/27 *(a)(b)* | 500000 | 431440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28 *(a)(b)* | 600000 | 551346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 06/09/28 *(a)(b)* | 550000 | 521202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/11/28 *(a)(b)* | 450000 | 434641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/03/28 *(a)(b)* | 250000 | 262305 |
| **HSBC USA, Inc.** | **HSBC USA, Inc.** | **HSBC USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/24/24  | 250000 | 245687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/23/24  | 100000 | &nbsp;&nbsp; 97780 |
| **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/06/24 *(a)* | 350000 | 335510 |
| **ING Groep N.V.** | **ING Groep N.V.** | **ING Groep N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/09/24  | 250000 | 244648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 03/28/26 *(a)(b)* | 300000 | 288027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/29/27  | 200000 | 190080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.73%, 04/01/27 *(a)(b)* | 200000 | 176334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/28/28 *(a)(b)* | 300000 | 280176 |
| **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/01/24  | 250000 | 247727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/13/24  | 450000 | 443281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/10/24  | 600000 | 590952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/05/24 *(a)(b)* | 500000 | 494005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/23/25 *(a)* | 550000 | 534501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.56%, 02/16/25 *(a)(b)* | 250000 | 234638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 03/01/25 *(a)(b)* | 550000 | 535535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.82%, 06/01/25 *(a)(b)* | 550000 | 511538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.97%, 06/23/25 *(a)(b)* | 300000 | 279249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/25 *(a)* | 400000 | 394396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/15/25  | 100000 | 108136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.77%, 08/09/25 *(a)(b)* | 250000 | 230760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 10/15/25 *(a)(b)* | 350000 | 330330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.56%, 12/10/25 *(a)(b)* | 250000 | 231093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/24/26 *(a)(b)* | 350000 | 330158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 03/13/26 *(a)(b)* | 550000 | 511010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/26 *(a)* | 700000 | 669417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.08%, 04/22/26 *(a)(b)* | 850000 | 789794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/26/26 *(a)(b)* | 500000 | 487795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/26 *(a)* | 350000 | 333623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/26 *(a)* | 600000 | 568782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 11/19/26 *(a)(b)* | 650000 | 573345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/26  | 550000 | 538719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 01/29/27 *(a)(b)* | 500000 | 480965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.04%, 02/04/27 *(a)(b)* | 500000 | 435810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.58%, 04/22/27 *(a)(b)* | 600000 | 529920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.47%, 09/22/27 *(a)(b)* | 450000 | 390514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28 *(a)(b)* | 650000 | 613093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/24/28 *(a)(b)* | 400000 | 363916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/26/28 *(a)(b)* | 500000 | 479640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28 *(a)(b)* | 600000 | 557622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.18%, 06/01/28 *(a)(b)* | 350000 | 306649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/25/28 *(a)(b)* | 750000 | 734640 |
| **KeyBank NA** | **KeyBank NA** | **KeyBank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/25  | 250000 | 241065 |
| **KeyCorp** | **KeyCorp** | **KeyCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/29/25  | 250000 | 245007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/06/27  | 250000 | 222923 |
| **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/12/24  | 200000 | 196302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/04/24  | 200000 | 195392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/25  | 450000 | 440266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 07/09/25 *(a)(b)* | 500000 | 482525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 12/10/25  | 250000 | 236948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 02/05/26 *(a)(b)* | 400000 | 370036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/24/26  | 400000 | 381168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/27  | 200000 | 186606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/11/27 *(a)(b)* | 250000 | 215970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/18/28 *(a)(b)* | 250000 | 229403 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/06/25 *(a)* | 250000 | 239630 |
| **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 03/07/24  | 350000 | 342930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 07/18/24  | 200000 | 192670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.19%, 02/25/25  | 550000 | 516659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 03/02/25  | 250000 | 243820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.41%, 07/17/25  | 400000 | 363680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 07/19/25 *(a)(b)* | 500000 | 463725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.96%, 10/11/25 *(a)(b)* | 250000 | 229303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/26  | 650000 | 626249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 09/13/26  | 200000 | 183564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 02/22/27  | 250000 | 236275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.54%, 07/20/27 *(a)(b)* | 550000 | 478912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 07/25/27  | 200000 | 185072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.64%, 10/13/27 *(a)(b)* | 250000 | 216998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/19/28 *(a)(b)* | 350000 | 309946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/19/28 *(a)(b)* | 200000 | 189470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/13/28 *(a)(b)* | 250000 | 249675 |
| **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 07/16/25 *(a)(b)* | 200000 | 190566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 09/13/25 *(a)(b)* | 200000 | 188922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/22/26 *(a)(b)* | 200000 | 185592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.23%, 05/25/26 *(a)(b)* | 250000 | 229888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.23%, 05/22/27 *(a)(b)* | 400000 | 346420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 07/09/27 *(a)(b)* | 400000 | 349100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 09/13/28 *(a)(b)* | 200000 | 200226 |
| **Morgan Stanley** | **Morgan Stanley** | **Morgan Stanley** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/29/24  | 750000 | 738052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/23/24  | 650000 | 636330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.79%, 01/22/25 *(a)(b)* | 500000 | 470285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.79%, 05/30/25 *(a)(b)* | 550000 | 509498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 07/22/25 *(a)(b)* | 500000 | 476990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/23/25  | 500000 | 489870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.86%, 10/21/25 *(a)(b)* | 250000 | 229770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.16%, 10/21/25 *(a)(b)* | 500000 | 458050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/24/25  | 500000 | 501285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/27/26  | 650000 | 630987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/18/26 *(a)(b)* | 200000 | 188194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.19%, 04/28/26 *(a)(b)* | 650000 | 604760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 07/17/26 *(a)(b)* | 400000 | 395596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/27/26  | 650000 | 610213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/09/26  | 250000 | 265947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/08/26  | 500000 | 489040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.99%, 12/10/26 *(a)(b)* | 650000 | 570167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/20/27  | 550000 | 523413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/23/27  | 300000 | 289269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.59%, 05/04/27 *(a)(b)* | 700000 | 616910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.51%, 07/20/27 *(a)(b)* | 600000 | 522690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 01/21/28 *(a)(b)* | 550000 | 490693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/28 *(a)(b)* | 600000 | 572058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/22/28 *(a)(b)* | 500000 | 461700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/18/28 *(a)(b)* | 400000 | 414552 |
| **National Australia Bank Ltd.** | **National Australia Bank Ltd.** | **National Australia Bank Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/12/26  | 400000 | 370656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 06/09/27  | 275000 | 265991 |
| **National Bank of Canada** | **National Bank of Canada** | **National Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/09/25 *(a)(b)* | 250000 | 243253 |
| **Natwest Group PLC** | **Natwest Group PLC** | **Natwest Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/28/24  | 250000 | 247242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 03/22/25 *(a)(b)* | 400000 | 388736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/05/26  | 400000 | 391280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.64%, 06/14/27 *(a)(b)* | 400000 | 343768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 05/22/28 *(a)(b)* | 200000 | 177120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 09/30/28 *(a)(b)* | 200000 | 196182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/01/29 *(a)(b)* | 200000 | 184786 |

---

**68** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Northern Trust Corp.** | **Northern Trust Corp.** | **Northern Trust Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/30/25  | 200000 | 197152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 *(a)* | 200000 | 196550 |
| **PNC Bank NA** | **PNC Bank NA** | **PNC Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/27/24 *(a)* | 250000 | 240573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/23/25 *(a)* | 250000 | 240498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/10/25 *(a)* | 250000 | 243460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/25 *(a)* | 250000 | 241743 |
| **Regions Financial Corp.** | **Regions Financial Corp.** | **Regions Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/18/25 *(a)* | 200000 | 187404 |
| **Royal Bank of Canada** | **Royal Bank of Canada** | **Royal Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.43%, 01/19/24  | 250000 | 237830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/16/24  | 250000 | 241008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/07/24  | 200000 | 185446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 10/25/24  | 300000 | 303963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/01/24  | 200000 | 190622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 01/21/25  | 250000 | 233898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/14/25  | 350000 | 339097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/10/25  | 300000 | 274926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/20/26  | 500000 | 444625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/27/26  | 250000 | 247645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 04/27/26  | 200000 | 178116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 07/14/26  | 250000 | 220695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 11/02/26  | 250000 | 220140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/21/27  | 150000 | 135371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/04/27  | 250000 | 238098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 08/03/27  | 250000 | 242675 |
| **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/07/24 *(a)* | 100000 | &nbsp;&nbsp; 97098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/02/25 *(a)* | 300000 | 286572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/17/25 *(a)* | 250000 | 245672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 10/05/26 *(a)(d)* | 200000 | 186102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 *(a)* | 250000 | 240543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 01/06/28 *(a)(b)* | 250000 | 217170 |
| **Santander UK Group Holdings PLC** | **Santander UK Group Holdings PLC** | **Santander UK Group Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 03/15/25 *(a)(b)* | 200000 | 185794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.53%, 08/21/26 *(a)(b)* | 200000 | 176096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 06/14/27 *(a)(b)* | 250000 | 211663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.47%, 01/11/28 *(a)(b)* | 250000 | 213080 |
| **Santander UK PLC** | **Santander UK PLC** | **Santander UK PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/13/24  | 200000 | 197286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/18/24  | 200000 | 193064 |
| **Signature Bank** | **Signature Bank** | **Signature Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/30 *(a)(b)* | 100000 | &nbsp;&nbsp; 91039 |
| **State Street Corp.** | **State Street Corp.** | **State Street Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 12/03/24 *(a)(b)* | 100000 | &nbsp;&nbsp; 98799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/16/24  | 200000 | 195856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/18/25  | 400000 | 389716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/01/25 *(a)(b)* | 250000 | 236808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/30/26 *(a)(b)* | 150000 | 142695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/07/28 *(a)(b)* | 200000 | 179654 |
| **Sumitomo Mitsui Banking Corp.** | **Sumitomo Mitsui Banking Corp.** | **Sumitomo Mitsui Banking Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/11/24  | 250000 | 243413 |
| **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.51%, 01/12/24  | 200000 | 189874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/16/24  | 400000 | 383472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/27/24  | 200000 | 190282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/25  | 200000 | 189138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.47%, 07/08/25  | 500000 | 455985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 01/12/26  | 250000 | 220708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 03/09/26  | 400000 | 385756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/14/26  | 400000 | 368284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/17/26  | 500000 | 437020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.01%, 10/19/26  | 200000 | 185376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/11/27  | 200000 | 187226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 01/14/27  | 200000 | 177890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 07/12/27  | 400000 | 371264 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **SVB Financial Group** | **SVB Financial Group** | **SVB Financial Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/29/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 96268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/28/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 130547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/29/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 94980 |
| **Synchrony Bank** | **Synchrony Bank** | **Synchrony Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/22/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 245200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/23/27 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 242278 |
| **Synchrony Financial** | **Synchrony Financial** | **Synchrony Financial** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/19/24 *(a)* | &nbsp;&nbsp;&nbsp; 175000 | 172466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 195318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/23/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 239578 |
| **The Bank of New York Mellon Corp.** | **The Bank of New York Mellon Corp.** | **The Bank of New York Mellon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 12/07/23 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 239188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/04/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | 148173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/11/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp; 97470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 10/24/24  | &nbsp;&nbsp;&nbsp; 400000 | 382524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 10/25/24 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 232213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/24/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 193308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/24/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 185842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/18/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 246630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/28/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 222790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/04/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 189048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/17/26 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 278493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/26/27 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | 225715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | 190190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | 235475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 06/13/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 150000 | 144603 |
| **The Bank of Nova Scotia** | **The Bank of Nova Scotia** | **The Bank of Nova Scotia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/11/24  | &nbsp;&nbsp;&nbsp; 250000 | 245750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 03/11/24  | &nbsp;&nbsp;&nbsp; 200000 | 193698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 04/15/24  | &nbsp;&nbsp;&nbsp; 300000 | 282849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/10/25  | &nbsp;&nbsp;&nbsp; 250000 | 232823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/03/25  | &nbsp;&nbsp;&nbsp; 200000 | 188676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/11/25  | &nbsp;&nbsp;&nbsp; 250000 | 241983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 06/11/25  | &nbsp;&nbsp;&nbsp; 200000 | 183190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/16/25  | &nbsp;&nbsp;&nbsp; 250000 | 246970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 03/02/26  | &nbsp;&nbsp;&nbsp; 200000 | 177324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 06/24/26  | &nbsp;&nbsp;&nbsp; 250000 | 222405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/03/26  | &nbsp;&nbsp;&nbsp; 200000 | 186238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/15/26  | &nbsp;&nbsp;&nbsp; 250000 | 219870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/02/27  | &nbsp;&nbsp;&nbsp; 175000 | 156373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/11/27  | &nbsp;&nbsp;&nbsp; 200000 | 184806 |
| **The Goldman Sachs Group, Inc.** | **The Goldman Sachs Group, Inc.** | **The Goldman Sachs Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/20/24 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | 344617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/03/24  | &nbsp;&nbsp;&nbsp; 700000 | 691355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/24  | &nbsp;&nbsp;&nbsp; 500000 | 487530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/08/24 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | 493440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/25 *(a)* | &nbsp;&nbsp;&nbsp; 425000 | 413338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 01/24/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 500000 | 476730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 850000 | 823947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/22/25 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | 486895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 09/29/25 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | 529842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/21/25  | &nbsp;&nbsp;&nbsp; 500000 | 490730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.86%, 02/12/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | 225155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | 290001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/16/26 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | 476135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 12/09/26 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | 485039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/15/27  | &nbsp;&nbsp;&nbsp; 150000 | 156368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 *(a)* | &nbsp;&nbsp;&nbsp; 750000 | 721207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.43%, 03/09/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 550000 | 483961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.54%, 09/10/27 *(a)(b)* | &nbsp;&nbsp;&nbsp; 750000 | 648270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/21/27 *(a)(b)* | 1000000 | 876900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 02/24/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 600000 | 536640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 03/15/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 750000 | 697807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 575000 | 538148 |
| **The Huntington National Bank** | **The Huntington National Bank** | **The Huntington National Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/17/28 *(a)(b)* | &nbsp;&nbsp;&nbsp; 250000 | 243273 |

---

**69**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **The PNC Financial Services Group, Inc.** | **The PNC Financial Services Group, Inc.** | **The PNC Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/24 *(a)* | 200000 | 197008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/29/24 *(a)* | 200000 | 197458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/01/24 *(a)* | 150000 | 143187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 07/23/26 *(a)* | 250000 | 232338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 08/13/26 *(a)* | 200000 | 175750 |
| **The Toronto-Dominion Bank** | **The Toronto-Dominion Bank** | **The Toronto-Dominion Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/11/24  | 150000 | 146948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/12/24  | 300000 | 290118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 09/10/24  | 200000 | 185632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/10/25  | 100000 | &nbsp;&nbsp; 93350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 06/06/25  | 400000 | 389404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/12/25  | 250000 | 227945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/11/25  | 400000 | 357896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/06/26  | 250000 | 220895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/26  | 350000 | 309445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/10/26  | 200000 | 175872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/12/27  | 200000 | 179170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/10/27  | 250000 | 230230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 06/08/27  | 350000 | 339052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 09/15/27  | 300000 | 297057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/31 *(a)(b)* | 400000 | 369460 |
| **Truist Bank** | **Truist Bank** | **Truist Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/24 *(a)* | 200000 | 195780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/06/24 *(a)* | 250000 | 237735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/10/25 *(a)* | 500000 | 463685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/16/25 *(a)* | 300000 | 288618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/26 *(a)* | 200000 | 187684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/30/26 *(a)* | 250000 | 238105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 09/17/29 *(a)(b)* | 250000 | 233625 |
| **Truist Financial Corp.** | **Truist Financial Corp.** | **Truist Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/06/23 *(a)* | 250000 | 247395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/24 *(a)* | 200000 | 192262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/26/24 *(a)* | 150000 | 144867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/25 *(a)* | 250000 | 245802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 08/05/25 *(a)* | 250000 | 228320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.27%, 03/02/27 *(a)(b)* | 200000 | 177482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 *(a)* | 250000 | 212250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 06/06/28 *(a)(b)* | 200000 | 189650 |
| **US Bancorp** | **US Bancorp** | **US Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/24 *(a)* | 200000 | 197788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/05/24 *(a)* | 250000 | 246230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 07/30/24 *(a)* | 350000 | 338299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/11/24 *(a)* | 300000 | 295245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/12/25 *(a)* | 400000 | 371580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/17/25 *(a)* | 250000 | 245602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/27/26 *(a)* | 300000 | 285204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/22/26 *(a)* | 200000 | 185094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 01/27/28 *(a)(b)* | 200000 | 179482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/22/28 *(a)(b)* | 400000 | 390396 |
| **US Bank NA/Cincinnati OH** | **US Bank NA/Cincinnati OH** | **US Bank NA/Cincinnati OH** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/21/25 *(a)* | 250000 | 236788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/27/25 *(a)* | 250000 | 241403 |
| **Valley National Bancorp** | **Valley National Bancorp** | **Valley National Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/31 *(a)(b)* | 100000 | &nbsp;&nbsp; 89523 |
| **Wells Fargo & Co.** | **Wells Fargo & Co.** | **Wells Fargo & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 01/16/24  | 100000 | &nbsp;&nbsp; 99545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/24/24 *(a)* | 500000 | 493295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/09/24  | 400000 | 390092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/19/25  | 650000 | 626444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.81%, 05/19/25 *(a)(b)* | 250000 | 233105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/29/25  | 400000 | 387676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.41%, 10/30/25 *(a)(b)* | 700000 | 661010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.16%, 02/11/26 *(a)(b)* | 650000 | 606053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/22/26  | 700000 | 658616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 04/25/26 *(a)(b)* | 650000 | 629824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.19%, 04/30/26 *(a)(b)* | 600000 | 558828 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/03/26  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/15/26 *(a)(b)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/23/26  | 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/17/27 *(a)(b)* | 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/22/27  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/24/28 *(a)(b)* | 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28 *(a)(b)* | 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 06/02/28 *(a)(b)* | 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 07/25/28 *(a)(b)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488570 |
| **Western Alliance Bancorp** | **Western Alliance Bancorp** | **Western Alliance Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/31 *(a)(b)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169702 |
| **Westpac Banking Corp.** | **Westpac Banking Corp.** | **Westpac Banking Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/26/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 11/18/24  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/19/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 08/26/25  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/13/26  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/03/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/19/26  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/08/27  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 11/18/27  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 02/04/30 *(a)(b)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 11/23/31 *(a)(b)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365608 |
|  |  | **165162869** |
| ***Brokerage/Asset Managers/Exchanges 0.4%***  | ***Brokerage/Asset Managers/Exchanges 0.4%***  | ***Brokerage/Asset Managers/Exchanges 0.4%***  |
| **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96544 |
| **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/02/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192544 |
| **BGC Partners, Inc.** | **BGC Partners, Inc.** | **BGC Partners, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95739 |
| **BlackRock, Inc.** | **BlackRock, Inc.** | **BlackRock, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/18/24  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96626 |
| **Brookfield Asset Management, Inc.** | **Brookfield Asset Management, Inc.** | **Brookfield Asset Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98118 |
| **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295449 |
| **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143291 |
| **CME Group, Inc.** | **CME Group, Inc.** | **CME Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193870 |
| **Franklin Resources, Inc.** | **Franklin Resources, Inc.** | **Franklin Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/30/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95914 |
| **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/23/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/25 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245172 |
| **Invesco Finance PLC** | **Invesco Finance PLC** | **Invesco Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/30/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/26  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144915 |
| **Jefferies Group LLC/Jefferies Group Capital Finance, Inc.** | **Jefferies Group LLC/Jefferies Group Capital Finance, Inc.** | **Jefferies Group LLC/Jefferies Group Capital Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/27  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195338 |
| **Lazard Group LLC** | **Lazard Group LLC** | **Lazard Group LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/13/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/01/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140646 |
| **Legg Mason, Inc.** | **Legg Mason, Inc.** | **Legg Mason, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/26  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152161 |
| **Nasdaq, Inc.** | **Nasdaq, Inc.** | **Nasdaq, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/30/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145360 |

---

**70** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/25  | 400000 | &nbsp;&nbsp;&nbsp; 378536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 07/16/25  | 400000 | &nbsp;&nbsp;&nbsp; 365444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/14/26  | 200000 | &nbsp;&nbsp;&nbsp; 174664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 01/22/27  | 200000 | &nbsp;&nbsp;&nbsp; 176286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 07/06/27  | 200000 | &nbsp;&nbsp;&nbsp; 198796 |
| **Stifel Financial Corp.** | **Stifel Financial Corp.** | **Stifel Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/18/24  | 200000 | &nbsp;&nbsp;&nbsp; 196902 |
| **The Charles Schwab Corp.** | **The Charles Schwab Corp.** | **The Charles Schwab Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/18/24 *(a)(e)* | 250000 | &nbsp;&nbsp;&nbsp; 237590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/24 *(a)(e)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 49441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/25 *(a)(e)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 48199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/24/25 *(a)(e)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 99725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/25 *(a)(e)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 48856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/21/25 *(a)(e)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 98471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/13/26 *(a)(e)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 48737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/11/26 *(a)(e)* | 200000 | &nbsp;&nbsp;&nbsp; 178438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/13/26 *(a)(e)* | 150000 | &nbsp;&nbsp;&nbsp; 134009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 *(a)(e)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 *(a)(e)* | 250000 | &nbsp;&nbsp;&nbsp; 230450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)(e)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95412 |
|  |  | **6511943** |
| ***Finance Companies 0.7%***  | ***Finance Companies 0.7%***  | ***Finance Companies 0.7%***  |
| **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/16/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 147624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/15/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 144828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/14/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 142062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/29/24 *(a)* | 550000 | &nbsp;&nbsp;&nbsp; 505923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/29/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 229000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 143268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 201290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/01/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 144420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/30/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 221010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/03/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 143617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 10/29/26 *(a)* | 700000 | &nbsp;&nbsp;&nbsp; 611737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 180642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 139840 |
| **Air Lease Corp.** | **Air Lease Corp.** | **Air Lease Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 147429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 02/15/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 141222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/18/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 92072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 98506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 186390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 189732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/01/25 *(a)* | 225000 | &nbsp;&nbsp;&nbsp; 212526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 184434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 141318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 219270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 174776 |
| **Aircastle Ltd.** | **Aircastle Ltd.** | **Aircastle Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 145276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 140007 |
| **Ares Capital Corp.** | **Ares Capital Corp.** | **Ares Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/10/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 194144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 137768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 230310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 213662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 85863 |
| **Bain Capital Specialty Finance, Inc.** | **Bain Capital Specialty Finance, Inc.** | **Bain Capital Specialty Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/10/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 86875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 10/13/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 83070 |
| **Barings BDC, Inc.** | **Barings BDC, Inc.** | **Barings BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/23/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 84899 |
| **BlackRock TCP Capital Corp.** | **BlackRock TCP Capital Corp.** | **BlackRock TCP Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/09/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 90754 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/22/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/15/25 *(a)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 116355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/24/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/15/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 257115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 172894 |
| **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/16/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84417 |
| **FS KKR Capital Corp.** | **FS KKR Capital Corp.** | **FS KKR Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/12/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 182534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 228075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 127719 |
| **GATX Corp.** | **GATX Corp.** | **GATX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92937 |
| **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/10/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 138889 |
| **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/24/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83165 |
| **Hercules Capital, Inc.** | **Hercules Capital, Inc.** | **Hercules Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/16/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/20/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85803 |
| **Main Street Capital Corp.** | **Main Street Capital Corp.** | **Main Street Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/01/24  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/14/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 129662 |
| **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/11/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92714 |
| **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/25/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47719 |
| **Owl Rock Capital Corp.** | **Owl Rock Capital Corp.** | **Owl Rock Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/30/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/22/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 139435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 219675 |
| **Owl Rock Core Income Corp.** | **Owl Rock Core Income Corp.** | **Owl Rock Core Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/23/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 128976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 136724 |
| **Owl Rock Technology Finance Corp.** | **Owl Rock Technology Finance Corp.** | **Owl Rock Technology Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62260 |
| **Prospect Capital Corp.** | **Prospect Capital Corp.** | **Prospect Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 01/22/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 131757 |
| **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/24 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87913 |
|  |  | **10793409** |
| ***Financial Other 0.0%***  | ***Financial Other 0.0%***  | ***Financial Other 0.0%***  |
| **ORIX Corp.** | **ORIX Corp.** | **ORIX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 01/16/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/04/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193050 |
|  |  | **341341** |
| ***Insurance 0.7%***  | ***Insurance 0.7%***  | ***Insurance 0.7%***  |
| **Aetna, Inc.** | **Aetna, Inc.** | **Aetna, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195062 |

---

**71**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Aflac, Inc.** | **Aflac, Inc.** | **Aflac, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 89191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/26 *(a)* | 100000 | &nbsp;&nbsp; 93949 |
| **Allied World Assurance Co., Holdings Ltd.** | **Allied World Assurance Co., Holdings Ltd.** | **Allied World Assurance Co., Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 10/29/25 *(a)* | 150000 | 143969 |
| **American Equity Investment Life Holding Co.** | **American Equity Investment Life Holding Co.** | **American Equity Investment Life Holding Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 *(a)* | 100000 | &nbsp;&nbsp; 96101 |
| **American International Group, Inc.** | **American International Group, Inc.** | **American International Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/30/25 *(a)* | 167000 | 158141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/26 *(a)* | 200000 | 194542 |
| **Anthem, Inc.** | **Anthem, Inc.** | **Anthem, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/24 *(a)* | 150000 | 146785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/24 *(a)* | 200000 | 194358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/25 *(a)* | 300000 | 286209 |
| **Aon Corp./Aon Global Holdings PLC** | **Aon Corp./Aon Global Holdings PLC** | **Aon Corp./Aon Global Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 *(a)* | 200000 | 183904 |
| **Aon PLC** | **Aon PLC** | **Aon PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/14/24 *(a)* | 100000 | &nbsp;&nbsp; 97786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/25 *(a)* | 200000 | 194406 |
| **Arch Capital Finance LLC** | **Arch Capital Finance LLC** | **Arch Capital Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 12/15/26 *(a)* | 150000 | 144363 |
| **Assurant, Inc.** | **Assurant, Inc.** | **Assurant, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/27/23 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 74303 |
| **Assured Guaranty US Holdings, Inc.** | **Assured Guaranty US Holdings, Inc.** | **Assured Guaranty US Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/24  | &nbsp;&nbsp; 98000 | &nbsp;&nbsp; 98127 |
| **Berkshire Hathaway, Inc.** | **Berkshire Hathaway, Inc.** | **Berkshire Hathaway, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/26 *(a)* | 500000 | 483220 |
| **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 *(a)* | 175000 | 163585 |
| **Brown & Brown, Inc.** | **Brown & Brown, Inc.** | **Brown & Brown, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/24 *(a)* | 200000 | 196934 |
| **Chubb INA Holdings, Inc.** | **Chubb INA Holdings, Inc.** | **Chubb INA Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/24  | 100000 | &nbsp;&nbsp; 98152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/25  | 175000 | 169384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/03/26 *(a)* | 400000 | 387432 |
| **CNA Financial Corp.** | **CNA Financial Corp.** | **CNA Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/26 *(a)* | 150000 | 148360 |
| **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/25 *(a)* | 200000 | 198716 |
| **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/04/25 *(a)(d)* | 250000 | 239545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 *(a)(d)* | 300000 | 281028 |
| **Elevance Health, Inc.** | **Elevance Health, Inc.** | **Elevance Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/15/26 *(a)* | 200000 | 180330 |
| **Humana, Inc.** | **Humana, Inc.** | **Humana, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/25 *(a)* | 150000 | 148632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 *(a)* | 150000 | 129845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 *(a)* | 150000 | 144783 |
| **Jackson Financial, Inc.** | **Jackson Financial, Inc.** | **Jackson Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 06/08/27 *(a)* | 100000 | &nbsp;&nbsp; 98187 |
| **Kemper Corp.** | **Kemper Corp.** | **Kemper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/25 *(a)* | 100000 | &nbsp;&nbsp; 98067 |
| **Lincoln National Corp.** | **Lincoln National Corp.** | **Lincoln National Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/12/26 *(a)* | 100000 | &nbsp;&nbsp; 94449 |
| **Loews Corp.** | **Loews Corp.** | **Loews Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/26 *(a)* | 150000 | 146358 |
| **Manulife Financial Corp.** | **Manulife Financial Corp.** | **Manulife Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/04/26  | 250000 | 246117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32 *(a)(b)* | 200000 | 180450 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/03/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/10/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/14/26 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48752 |
| **Mercury General Corp.** | **Mercury General Corp.** | **Mercury General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94301 |
| **MetLife, Inc.** | **MetLife, Inc.** | **MetLife, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/10/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/25  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/13/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97604 |
| **Old Republic International Corp.** | **Old Republic International Corp.** | **Old Republic International Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/26/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144242 |
| **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96973 |
| **Prudential Financial, Inc.** | **Prudential Financial, Inc.** | **Prudential Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/10/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 *(a)(b)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/15/45 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 234710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/47 *(a)(b)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87852 |
| **Radian Group, Inc.** | **Radian Group, Inc.** | **Radian Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 135942 |
| **RenaissanceRe Finance, Inc.** | **RenaissanceRe Finance, Inc.** | **RenaissanceRe Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97351 |
| **The Allstate Corp.** | **The Allstate Corp.** | **The Allstate Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 12/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 132749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95359 |
| **The Progressive Corp.** | **The Progressive Corp.** | **The Progressive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/27  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 138335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92294 |
| **Trinity Acquisition PLC** | **Trinity Acquisition PLC** | **Trinity Acquisition PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147376 |
| **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/24  | 297000 | &nbsp;&nbsp;&nbsp;&nbsp; 292794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/15/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/25  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 491365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/15/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 203462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/15/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/15/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 227020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/15/26  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/15/27  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194314 |
| **Voya Financial, Inc.** | **Voya Financial, Inc.** | **Voya Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/26  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94989 |
| **Willis North America, Inc.** | **Willis North America, Inc.** | **Willis North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/15/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194468 |
|  |  | **11411735** |
| ***REITs 0.7%***  | ***REITs 0.7%***  | ***REITs 0.7%***  |
| **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/30/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96245 |
| **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93407 |
| **Boston Properties LP** | **Boston Properties LP** | **Boston Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 227085 |

---

**72** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/26 *(a)* | 200000 | 189426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92889 |
| **Corporate Office Properties LP** | **Corporate Office Properties LP** | **Corporate Office Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 88874 |
| **CubeSmart LP** | **CubeSmart LP** | **CubeSmart LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/01/26 *(a)* | 150000 | 139311 |
| **Digital Realty Trust LP** | **Digital Realty Trust LP** | **Digital Realty Trust LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 *(a)* | 200000 | 187210 |
| **EPR Properties** | **EPR Properties** | **EPR Properties** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 94351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 *(a)* | 100000 | &nbsp;&nbsp; 90341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 *(a)* | 100000 | &nbsp;&nbsp; 87554 |
| **ERP Operating LP** | **ERP Operating LP** | **ERP Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 11/01/26 *(a)* | 200000 | 185430 |
| **Essex Portfolio LP** | **Essex Portfolio LP** | **Essex Portfolio LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/25 *(a)* | 150000 | 145119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/26 *(a)* | 150000 | 141264 |
| **Federal Realty Investment Trust** | **Federal Realty Investment Trust** | **Federal Realty Investment Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/24 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp; 74006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/15/26 *(a)* | 200000 | 177384 |
| **Healthcare Trust of America Holdings LP** | **Healthcare Trust of America Holdings LP** | **Healthcare Trust of America Holdings LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/26 *(a)* | 150000 | 140447 |
| **Healthpeak Properties, Inc.** | **Healthpeak Properties, Inc.** | **Healthpeak Properties, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/26 *(a)* | 200000 | 189512 |
| **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/26 *(a)* | 100000 | &nbsp;&nbsp; 96620 |
| **Kilroy Realty LP** | **Kilroy Realty LP** | **Kilroy Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95553 |
| **Kimco Realty Corp.** | **Kimco Realty Corp.** | **Kimco Realty Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/01/24 *(a)* | 200000 | 193838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/25 *(a)* | 200000 | 192512 |
| **Kite Realty Group LP** | **Kite Realty Group LP** | **Kite Realty Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/26 *(a)* | 100000 | &nbsp;&nbsp; 92531 |
| **LifeStorage LP** | **LifeStorage LP** | **LifeStorage LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/26 *(a)* | 200000 | 189066 |
| **Mid-America Apartments LP** | **Mid-America Apartments LP** | **Mid-America Apartments LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 *(a)* | 150000 | 142960 |
| **National Retail Properties, Inc.** | **National Retail Properties, Inc.** | **National Retail Properties, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/25 *(a)* | 200000 | 193478 |
| **Office Properties Income Trust** | **Office Properties Income Trust** | **Office Properties Income Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp; 91384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/25 *(a)* | 150000 | 134312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/01/27 *(a)* | 100000 | &nbsp;&nbsp; 71212 |
| **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/26 *(a)* | 150000 | 146727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 *(a)* | 200000 | 187068 |
| **Physicians Realty LP** | **Physicians Realty LP** | **Physicians Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp; 95117 |
| **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98503 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Prologis LP** | **Prologis LP** | **Prologis LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90326 |
| **Public Storage** | **Public Storage** | **Public Storage** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 02/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/09/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89691 |
| **Realty Income Corp.** | **Realty Income Corp.** | **Realty Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/06/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/01/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139001 |
| **Regency Centers LP** | **Regency Centers LP** | **Regency Centers LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141144 |
| **Sabra Health Care LP** | **Sabra Health Care LP** | **Sabra Health Care LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142069 |
| **Simon Property Group LP** | **Simon Property Group LP** | **Simon Property Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/13/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/01/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/30/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131282 |
| **SITE Centers Corp.** | **SITE Centers Corp.** | **SITE Centers Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/01/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/01/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94741 |
| **Spirit Realty LP** | **Spirit Realty LP** | **Spirit Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96392 |
| **Tanger Properties LP** | **Tanger Properties LP** | **Tanger Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91084 |
| **UDR, Inc.** | **UDR, Inc.** | **UDR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141232 |
| **Ventas Realty LP** | **Ventas Realty LP** | **Ventas Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138839 |
| **Vornado Realty LP** | **Vornado Realty LP** | **Vornado Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 06/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84750 |
| **Welltower, Inc.** | **Welltower, Inc.** | **Welltower, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91228 |
| **WP Carey, Inc.** | **WP Carey, Inc.** | **WP Carey, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243490 |
|  |  | **11691769** |
|  |  | **205913066** |
| **Industrial 12.7%** | **Industrial 12.7%** | **Industrial 12.7%** |
| ***Basic Industry 0.5%***  | ***Basic Industry 0.5%***  | ***Basic Industry 0.5%***  |
| **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 07/31/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/15/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183762 |
| **Albemarle Corp.** | **Albemarle Corp.** | **Albemarle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147031 |

---

**73**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **ArcelorMittal S.A.** | **ArcelorMittal S.A.** | **ArcelorMittal S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/11/26  | 100000 | &nbsp;&nbsp; 97205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 *(a)* | 200000 | 201684 |
| **Braskem Finance Ltd.** | **Braskem Finance Ltd.** | **Braskem Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 02/03/24  | 200000 | 200970 |
| **Celanese US Holdings LLC** | **Celanese US Holdings LLC** | **Celanese US Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/08/24 *(a)* | 100000 | &nbsp;&nbsp; 97177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 07/05/24  | 400000 | 397732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/25  | 200000 | 199106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/26 *(a)* | 150000 | 124536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 07/15/27 *(a)* | 400000 | 391880 |
| **Celulosa Arauco y Constitucion S.A.** | **Celulosa Arauco y Constitucion S.A.** | **Celulosa Arauco y Constitucion S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/24 *(a)* | 200000 | 197220 |
| **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 11/15/25 *(a)* | 400000 | 397736 |
| **Eastman Chemical Co.** | **Eastman Chemical Co.** | **Eastman Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 *(a)* | 200000 | 195650 |
| **Ecolab, Inc.** | **Ecolab, Inc.** | **Ecolab, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 11/01/26 *(a)* | 200000 | 187040 |
| **EI du Pont de Nemours & Co.** | **EI du Pont de Nemours & Co.** | **EI du Pont de Nemours & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 07/15/25 *(a)* | 100000 | &nbsp;&nbsp; 92768 |
| **Fibria Overseas Finance Ltd.** | **Fibria Overseas Finance Ltd.** | **Fibria Overseas Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/14/25 *(a)* | 100000 | &nbsp;&nbsp; 96728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/17/27  | 200000 | 200028 |
| **FMC Corp.** | **FMC Corp.** | **FMC Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/01/26 *(a)* | 150000 | 140658 |
| **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/14/24 *(a)* | 200000 | 198390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 *(a)* | 100000 | &nbsp;&nbsp; 97418 |
| **Kinross Gold Corp.** | **Kinross Gold Corp.** | **Kinross Gold Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/24 *(a)* | 150000 | 150765 |
| **Linde, Inc.** | **Linde, Inc.** | **Linde, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/05/25 *(a)* | 100000 | &nbsp;&nbsp; 96209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/30/26 *(a)* | 100000 | &nbsp;&nbsp; 96901 |
| **LYB International Finance III LLC** | **LYB International Finance III LLC** | **LYB International Finance III LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/01/25 *(a)* | 250000 | 223475 |
| **LyondellBasell Industries N.V.** | **LyondellBasell Industries N.V.** | **LyondellBasell Industries N.V.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/15/24 *(a)* | 250000 | 250962 |
| **Nucor Corp.** | **Nucor Corp.** | **Nucor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp; 93353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 *(a)* | 200000 | 195552 |
| **Nutrien Ltd.** | **Nutrien Ltd.** | **Nutrien Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/07/24  | 250000 | 252870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 95706 |
| **Packaging Corp. of America** | **Packaging Corp. of America** | **Packaging Corp. of America** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97751 |
| **PPG Industries, Inc.** | **PPG Industries, Inc.** | **PPG Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/15/26 *(a)* | 200000 | 178394 |
| **Reliance Steel & Aluminum Co.** | **Reliance Steel & Aluminum Co.** | **Reliance Steel & Aluminum Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/15/25 *(a)* | 100000 | &nbsp;&nbsp; 90159 |
| **Southern Copper Corp.** | **Southern Copper Corp.** | **Southern Copper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/23/25  | 150000 | 146654 |
| **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/15/24 *(a)* | 150000 | 142989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 93999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 *(a)* | 100000 | &nbsp;&nbsp; 84046 |
| **The Sherwin-Williams Co.** | **The Sherwin-Williams Co.** | **The Sherwin-Williams Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/01/25 *(a)* | 150000 | 144654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp; 97754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 *(a)* | 300000 | 282168 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Vale Overseas Ltd.** | **Vale Overseas Ltd.** | **Vale Overseas Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/10/26  | 200000 | &nbsp;&nbsp;&nbsp; 207744 |
| **Westlake Chemical Corp.** | **Westlake Chemical Corp.** | **Westlake Chemical Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 188166 |
| **WRKCo, Inc.** | **WRKCo, Inc.** | **WRKCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 197140 |
|  |  | **7835016** |
| ***Capital Goods 1.4%***  | ***Capital Goods 1.4%***  | ***Capital Goods 1.4%***  |
| **3M Co.** | **3M Co.** | **3M Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/14/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 344190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 04/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 240115 |
| **Allegion US Holding Co., Inc.** | **Allegion US Holding Co., Inc.** | **Allegion US Holding Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 96612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 91199 |
| **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/28/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94798 |
| **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/17/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 194458 |
| **Amphenol Corp.** | **Amphenol Corp.** | **Amphenol Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97848 |
| **Avery Dennison Corp.** | **Avery Dennison Corp.** | **Avery Dennison Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 08/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93282 |
| **Berry Global, Inc.** | **Berry Global, Inc.** | **Berry Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 02/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 189666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.57%, 01/15/26 *(a)* | 350000 | &nbsp;&nbsp;&nbsp; 313309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 84695 |
| **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97171 |
| **Carrier Global Corp.** | **Carrier Global Corp.** | **Carrier Global Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 02/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 94486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 *(a)* | 300000 | &nbsp;&nbsp;&nbsp; 272358 |
| **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/07/23  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 99044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 01/10/24  | 300000 | &nbsp;&nbsp;&nbsp; 288147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 05/17/24  | 300000 | &nbsp;&nbsp;&nbsp; 282291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/17/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/09/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 98158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 11/08/24  | 200000 | &nbsp;&nbsp;&nbsp; 191024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 97450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/13/25  | 400000 | &nbsp;&nbsp;&nbsp; 389836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/15/25  | 200000 | &nbsp;&nbsp;&nbsp; 186358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 11/13/25  | 400000 | &nbsp;&nbsp;&nbsp; 360312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/02/26  | 350000 | &nbsp;&nbsp;&nbsp; 314149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 09/14/26  | 150000 | &nbsp;&nbsp;&nbsp; 133226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 09/14/27  | 200000 | &nbsp;&nbsp;&nbsp; 172118 |
| **Caterpillar, Inc.** | **Caterpillar, Inc.** | **Caterpillar, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 98423 |
| **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/24  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 49440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 182274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 07/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp; 132836 |
| **Deere & Co.** | **Deere & Co.** | **Deere & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp; 240612 |
| **Dover Corp.** | **Dover Corp.** | **Dover Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 95896 |
| **Eaton Corp.** | **Eaton Corp.** | **Eaton Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 93804 |
| **Emerson Electric Co.** | **Emerson Electric Co.** | **Emerson Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 10/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp; 174518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 88492 |

---

**74** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Fortive Corp.** | **Fortive Corp.** | **Fortive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/15/26 *(a)* | 250000 | 235817 |
| **General Dynamics Corp.** | **General Dynamics Corp.** | **General Dynamics Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/25 *(a)* | 325000 | 316075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/01/26 *(a)* | 150000 | 133989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/15/26 *(a)* | 100000 | &nbsp;&nbsp; 92191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | 200000 | 192584 |
| **Honeywell International, Inc.** | **Honeywell International, Inc.** | **Honeywell International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/23  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/24 *(a)* | 150000 | 144623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 06/01/25 *(a)* | 300000 | 278277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/01/26 *(a)* | 400000 | 374192 |
| **Hubbell, Inc.** | **Hubbell, Inc.** | **Hubbell, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/01/26 *(a)* | 100000 | &nbsp;&nbsp; 95770 |
| **Illinois Tool Works, Inc.** | **Illinois Tool Works, Inc.** | **Illinois Tool Works, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/24 *(a)* | 150000 | 148308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/15/26 *(a)* | 200000 | 189376 |
| **John Deere Capital Corp.** | **John Deere Capital Corp.** | **John Deere Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/10/24  | 200000 | 197708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 01/17/24  | 200000 | 191118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 03/07/24  | 150000 | 146390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 06/07/24  | 100000 | &nbsp;&nbsp; 93959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/24/24  | 100000 | &nbsp;&nbsp; 97416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/09/25  | 100000 | &nbsp;&nbsp; 95217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/13/25  | 400000 | 391344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 01/15/26  | 300000 | 268074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 06/17/26  | 250000 | 223092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/14/26  | 200000 | 186130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 10/13/26  | 150000 | 133538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/11/27  | 200000 | 179376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/09/27  | 400000 | 358376 |
| **Johnson Controls International PLC** | **Johnson Controls International PLC** | **Johnson Controls International PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/02/24 *(a)* | 100000 | &nbsp;&nbsp; 98217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/14/26 *(a)* | 200000 | 195820 |
| **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 04/27/25 *(a)* | 300000 | 294330 |
| **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/24 *(a)* | 150000 | 146414 |
| **Lennox International, Inc.** | **Lennox International, Inc.** | **Lennox International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 08/01/25 *(a)* | 200000 | 181572 |
| **Lockheed Martin Corp.** | **Lockheed Martin Corp.** | **Lockheed Martin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/15/26 *(a)* | 250000 | 244452 |
| **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/02/24 *(a)* | 150000 | 147980 |
| **Northrop Grumman Corp.** | **Northrop Grumman Corp.** | **Northrop Grumman Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 01/15/25 *(a)* | 400000 | 384732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 *(a)* | 100000 | &nbsp;&nbsp; 94250 |
| **Otis Worldwide Corp.** | **Otis Worldwide Corp.** | **Otis Worldwide Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 04/05/25 *(a)* | 350000 | 328251 |
| **Owens Corning** | **Owens Corning** | **Owens Corning** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/26 *(a)* | 150000 | 141342 |
| **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/14/24 *(a)* | 250000 | 240375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/21/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 *(a)* | 200000 | 188076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 *(a)* | 200000 | 194696 |
| **Precision Castparts Corp.** | **Precision Castparts Corp.** | **Precision Castparts Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/25 *(a)* | 250000 | 243160 |
| **Raytheon Technologies Corp.** | **Raytheon Technologies Corp.** | **Raytheon Technologies Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/15/23 *(a)* | 150000 | 149035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/24 *(a)* | 150000 | 147177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/16/25 *(a)* | 350000 | 344088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/01/26 *(a)* | 200000 | 185752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 300000 | 287100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 *(a)* | 150000 | 140882 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Republic Services, Inc.** | **Republic Services, Inc.** | **Republic Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 224132 |
| **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96600 |
| **Roper Technologies, Inc.** | **Roper Technologies, Inc.** | **Roper Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 09/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 225207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85541 |
| **Snap-on, Inc.** | **Snap-on, Inc.** | **Snap-on, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143258 |
| **Sonoco Products Co.** | **Sonoco Products Co.** | **Sonoco Products Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92544 |
| **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/60 *(a)(b)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 172570 |
| **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 04/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89578 |
| **Textron, Inc.** | **Textron, Inc.** | **Textron, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93988 |
| **The Boeing Co.** | **The Boeing Co.** | **The Boeing Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/01/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.43%, 02/04/24 *(a)* | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 524986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 693672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 325062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/04/26 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 908270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 180802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 181096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 446044 |
| **The Timken Co.** | **The Timken Co.** | **The Timken Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147014 |
| **Trane Technologies Luxembourg Finance S.A.** | **Trane Technologies Luxembourg Finance S.A.** | **Trane Technologies Luxembourg Finance S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/21/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94853 |
| **Vontier Corp.** | **Vontier Corp.** | **Vontier Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 04/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 126935 |
| **Vulcan Materials Co.** | **Vulcan Materials Co.** | **Vulcan Materials Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99562 |
| **Waste Management, Inc.** | **Waste Management, Inc.** | **Waste Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 179590 |
| **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/24 *(a)(f)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186204 |
| **WW Grainger, Inc.** | **WW Grainger, Inc.** | **WW Grainger, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 02/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94129 |
| **Xylem, Inc.** | **Xylem, Inc.** | **Xylem, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94390 |
|  |  | **22986597** |
| ***Communications 1.3%***  | ***Communications 1.3%***  | ***Communications 1.3%***  |
| **Activision Blizzard, Inc.** | **Activision Blizzard, Inc.** | **Activision Blizzard, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192210 |
| **American Tower Corp.** | **American Tower Corp.** | **American Tower Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 01/15/24  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99944 |

---

**75**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 95540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/25 *(a)* | 200000 | 188226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/26 *(a)* | 150000 | 146688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/15/26 *(a)* | 100000 | &nbsp;&nbsp; 88834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/15/26 *(a)* | 250000 | 217655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 *(a)* | 250000 | 233365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 *(a)* | 200000 | 181504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 *(a)* | 100000 | &nbsp;&nbsp; 92072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 *(a)* | 200000 | 187548 |
| **AT&T, Inc.** | **AT&T, Inc.** | **AT&T, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/25/24 *(a)* | 400000 | 379640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/26 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 03/25/26 *(a)* | 600000 | 538290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/26 *(a)* | 150000 | 141408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/27 *(a)* | 200000 | 193366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 *(a)* | 200000 | 196686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 *(a)* | 600000 | 541308 |
| **British Telecommunications PLC** | **British Telecommunications PLC** | **British Telecommunications PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/04/23 *(a)* | 200000 | 198580 |
| **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/24 *(a)* | 250000 | 247378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 07/23/25 *(a)* | 850000 | 836731 |
| **Comcast Corp.** | **Comcast Corp.** | **Comcast Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/24 *(a)* | 450000 | 443821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/25 *(a)* | 150000 | 146076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/25 *(a)* | 350000 | 339413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/25 *(a)* | 550000 | 541282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/01/26 *(a)* | 400000 | 384048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 *(a)* | 550000 | 504608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 *(a)* | 200000 | 190318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 150000 | 142590 |
| **Crown Castle International Corp.** | **Crown Castle International Corp.** | **Crown Castle International Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/01/24 *(a)* | 100000 | &nbsp;&nbsp; 97060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 07/15/25 *(a)* | 200000 | 182036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/26 *(a)* | 250000 | 244540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/26 *(a)* | 200000 | 190526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 07/15/26 *(a)* | 200000 | 173602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 *(a)* | 200000 | 182972 |
| **Discovery Communications LLC** | **Discovery Communications LLC** | **Discovery Communications LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/13/24 *(a)* | 200000 | 195628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/24 *(a)* | 200000 | 193234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/11/26 *(a)* | 200000 | 194720 |
| **Fox Corp.** | **Fox Corp.** | **Fox Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/07/25 *(a)* | 150000 | 143864 |
| **Grupo Televisa S.A.B.** | **Grupo Televisa S.A.B.** | **Grupo Televisa S.A.B.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/30/26 *(a)* | 200000 | 195370 |
| **Magallanes, Inc.** | **Magallanes, Inc.** | **Magallanes, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 03/15/24 *(d)* | 300000 | 291462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 03/15/25 *(d)* | 400000 | 382360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 *(a)(d)* | 800000 | 729424 |
| **Meta Platforms, Inc.** | **Meta Platforms, Inc.** | **Meta Platforms, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 *(a)(d)* | 550000 | 517209 |
| **Omnicom Group, Inc./Omnicom Capital, Inc.** | **Omnicom Group, Inc./Omnicom Capital, Inc.** | **Omnicom Group, Inc./Omnicom Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 11/01/24 *(a)* | 200000 | 195312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/15/26 *(a)* | 300000 | 288993 |
| **Rogers Communications, Inc.** | **Rogers Communications, Inc.** | **Rogers Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25 *(a)(d)* | 300000 | 283416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/25 *(a)* | 150000 | 142848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 *(a)(d)* | 300000 | 280356 |
| **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/28/24  | 300000 | 292305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 *(a)* | 200000 | 190384 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Telefonica Emisiones S.A.** | **Telefonica Emisiones S.A.** | **Telefonica Emisiones S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/08/27  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 381244 |
| **TELUS Corp.** | **TELUS Corp.** | **TELUS Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143307 |
| **The Bell Telephone Co of Canada** | **The Bell Telephone Co of Canada** | **The Bell Telephone Co of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/17/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94756 |
| **The Walt Disney Co.** | **The Walt Disney Co.** | **The Walt Disney Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/30/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 333137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/24/25  | 375000 | &nbsp;&nbsp;&nbsp;&nbsp; 365392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/13/26  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 368044 |
| **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/25 *(a)* | 675000 | &nbsp;&nbsp;&nbsp;&nbsp; 654001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 224430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/26 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 366912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/15/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 277017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 *(a)* | 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 710850 |
| **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/17/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/13/26  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 334215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 07/30/26  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 273288 |
| **Verizon Communications, Inc.** | **Verizon Communications, Inc.** | **Verizon Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/22/24  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 237760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/25  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 293136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 11/20/25 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 314160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 03/20/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 271692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/26  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 419089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/16/27  | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 589044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/22/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187692 |
| **ViacomCBS, Inc.** | **ViacomCBS, Inc.** | **ViacomCBS, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/25 *(a)* | 266000 | &nbsp;&nbsp;&nbsp;&nbsp; 263707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 180776 |
| **Vodafone Group PLC** | **Vodafone Group PLC** | **Vodafone Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/16/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/30/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 247080 |
| **Weibo Corp.** | **Weibo Corp.** | **Weibo Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/05/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190578 |
| **WPP Finance 2010** | **WPP Finance 2010** | **WPP Finance 2010** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/19/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96685 |
|  |  | **21919724** |
| ***Consumer Cyclical 2.0%***  | ***Consumer Cyclical 2.0%***  | ***Consumer Cyclical 2.0%***  |
| **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/28/24 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 386320 |
| **Amazon.com, Inc.** | **Amazon.com, Inc.** | **Amazon.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 05/12/24  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 425083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/22/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 340385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/05/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 246802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/13/25  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 387864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 06/03/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 12/03/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 255917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/12/26 *(a)* | 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 490798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 *(a)* | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 576018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 218490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 *(a)* | 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 664664 |
| **American Honda Finance Corp.** | **American Honda Finance Corp.** | **American Honda Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/12/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/27/24  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 07/12/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/09/24  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 234220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/10/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 234482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 07/08/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 228930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/10/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 226520 |

---

**76** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/09/26  | 200000 | 177670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/27  | 150000 | 136920 |
| **AutoNation, Inc.** | **AutoNation, Inc.** | **AutoNation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/25 *(a)* | 150000 | 146430 |
| **AutoZone, Inc.** | **AutoZone, Inc.** | **AutoZone, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/18/24 *(a)* | 100000 | &nbsp;&nbsp; 97547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/25 *(a)* | 100000 | &nbsp;&nbsp; 97177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 *(a)* | 200000 | 192404 |
| **Block Financial LLC** | **Block Financial LLC** | **Block Financial LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/25 *(a)* | 100000 | &nbsp;&nbsp; 99882 |
| **Booking Holdings, Inc.** | **Booking Holdings, Inc.** | **Booking Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/26 *(a)* | 300000 | 290304 |
| **BorgWarner, Inc.** | **BorgWarner, Inc.** | **BorgWarner, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 *(a)* | 200000 | 180478 |
| **CBRE Services, Inc.** | **CBRE Services, Inc.** | **CBRE Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/26 *(a)* | 200000 | 200410 |
| **Costco Wholesale Corp.** | **Costco Wholesale Corp.** | **Costco Wholesale Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/18/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 *(a)* | 250000 | 239205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 *(a)* | 250000 | 221838 |
| **Cummins, Inc.** | **Cummins, Inc.** | **Cummins, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/01/25 *(a)* | 150000 | 135657 |
| **D.R. Horton, Inc.** | **D.R. Horton, Inc.** | **D.R. Horton, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/15/24 *(a)* | 100000 | &nbsp;&nbsp; 95405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 46733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 10/15/26 *(a)* | 200000 | 172292 |
| **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 *(a)* | 200000 | 192096 |
| **Dollar General Corp.** | **Dollar General Corp.** | **Dollar General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/01/25 *(a)* | 100000 | &nbsp;&nbsp; 98229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/27 *(a)* | 200000 | 192814 |
| **Dollar Tree, Inc.** | **Dollar Tree, Inc.** | **Dollar Tree, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/25 *(a)* | 200000 | 196020 |
| **eBay, Inc.** | **eBay, Inc.** | **eBay, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/01/24 *(a)* | 200000 | 195494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/11/25 *(a)* | 200000 | 187794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 05/10/26 *(a)* | 200000 | 178484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 *(a)* | 150000 | 142101 |
| **Expedia Group, Inc.** | **Expedia Group, Inc.** | **Expedia Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/26 *(a)* | 200000 | 199608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 *(a)* | 150000 | 145121 |
| **General Motors Co.** | **General Motors Co.** | **General Motors Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/25  | 200000 | 195300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/01/25 *(a)* | 500000 | 507175 |
| **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/17/24 *(a)* | 400000 | 398072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/13/24 *(a)* | 350000 | 344263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/07/24 *(a)* | 200000 | 193130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/25 *(a)* | 200000 | 194602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/26/25 *(a)* | 400000 | 378168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/09/25 *(a)* | 250000 | 245097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/20/25 *(a)* | 250000 | 235370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/13/25 *(a)* | 200000 | 194338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/08/26 *(a)* | 350000 | 307415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/26 *(a)* | 350000 | 346619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/10/26 *(a)* | 350000 | 303919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/06/26 *(a)* | 200000 | 188180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 *(a)* | 150000 | 143999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 *(a)* | 250000 | 220483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 *(a)* | 300000 | 293490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 *(a)* | 200000 | 176406 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/01/24 *(a)* | 100000 | &nbsp;&nbsp; 95476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/25 *(a)* | 200000 | 197404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/26 *(a)* | 200000 | 194782 |
| **Harley-Davidson, Inc.** | **Harley-Davidson, Inc.** | **Harley-Davidson, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/28/25 *(a)* | 150000 | 143171 |
| **Harman International Industries, Inc.** | **Harman International Industries, Inc.** | **Harman International Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/25 *(a)* | 200000 | 195768 |
| **Honda Motor Co., Ltd.** | **Honda Motor Co., Ltd.** | **Honda Motor Co., Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 *(a)* | 250000 | 230255 |
| **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/01/24 *(a)* | 200000 | 187488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/23/25 *(a)* | 100000 | &nbsp;&nbsp; 99303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 98601 |
| **JD.com, Inc.** | **JD.com, Inc.** | **JD.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/29/26  | 200000 | 190760 |
| **Kohl's Corp.** | **Kohl's Corp.** | **Kohl's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/17/25 *(a)* | 100000 | &nbsp;&nbsp; 94529 |
| **Lennar Corp.** | **Lennar Corp.** | **Lennar Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/15/23 *(a)* | 150000 | 149567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/30/24 *(a)* | 150000 | 147897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/30/25 *(a)* | 200000 | 197672 |
| **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/15/24 *(a)* | 200000 | 194542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/25 *(a)* | 175000 | 172501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/26 *(a)* | 300000 | 281487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 *(a)* | 200000 | 190168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 *(a)* | 300000 | 281964 |
| **Magna International, Inc.** | **Magna International, Inc.** | **Magna International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/01/25 *(a)* | 250000 | 246047 |
| **Marriott International, Inc.** | **Marriott International, Inc.** | **Marriott International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/23 *(a)* | 100000 | &nbsp;&nbsp; 99302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/15/24 *(a)* | 250000 | 245562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/25 *(a)* | 100000 | 101751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/26 *(a)* | 200000 | 187358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 *(a)* | 150000 | 149153 |
| **McDonald's Corp.** | **McDonald's Corp.** | **McDonald's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/10/24  | 100000 | &nbsp;&nbsp; 98084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/26/25 *(a)* | 150000 | 146271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/25 *(a)* | 200000 | 194680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/01/25 *(a)* | 150000 | 138693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/26 *(a)* | 350000 | 343598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 *(a)* | 200000 | 192954 |
| **NIKE, Inc.** | **NIKE, Inc.** | **NIKE, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/27/25 *(a)* | 150000 | 143835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/01/26 *(a)* | 250000 | 232927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 *(a)* | 250000 | 235295 |
| **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/26 *(a)* | 150000 | 145200 |
| **PACCAR Financial Corp.** | **PACCAR Financial Corp.** | **PACCAR Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 02/02/24  | 100000 | &nbsp;&nbsp; 95101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/24  | 100000 | &nbsp;&nbsp; 95660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/06/25  | 200000 | 188922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/04/27  | 200000 | 181784 |
| **PulteGroup, Inc.** | **PulteGroup, Inc.** | **PulteGroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/26 *(a)* | 150000 | 151595 |
| **PVH Corp.** | **PVH Corp.** | **PVH Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/10/25 *(a)(d)* | 150000 | 146400 |
| **Ralph Lauren Corp.** | **Ralph Lauren Corp.** | **Ralph Lauren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/25 *(a)* | 150000 | 146826 |
| **Ross Stores, Inc.** | **Ross Stores, Inc.** | **Ross Stores, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/15/25 *(a)* | 150000 | 149609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/15/26 *(a)* | 150000 | 132074 |

---

**77**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Starbucks Corp.** | **Starbucks Corp.** | **Starbucks Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140385 |
| **Tapestry, Inc.** | **Tapestry, Inc.** | **Tapestry, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98036 |
| **Target Corp.** | **Target Corp.** | **Target Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 285672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 235840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 228850 |
| **The Home Depot, Inc.** | **The Home Depot, Inc.** | **The Home Depot, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 291912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/26 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 383404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 276687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 185842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187388 |
| **The TJX Cos., Inc.** | **The TJX Cos., Inc.** | **The TJX Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/26 *(a)* | 225000 | &nbsp;&nbsp;&nbsp;&nbsp; 209034 |
| **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141131 |
| **Toyota Motor Corp.** | **Toyota Motor Corp.** | **Toyota Motor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.68%, 03/25/24 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 379064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 07/02/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.34%, 03/25/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 271077 |
| **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 01/11/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/22/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 04/17/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/13/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/07/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/13/25  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 281640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/13/25  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 282846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/25  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 337396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/14/25  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/30/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 246132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 10/16/25  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 314688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 01/09/26  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 06/18/26  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/11/27  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/13/27  | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/22/27  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 376268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/20/27  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198798 |
| **VF Corp.** | **VF Corp.** | **VF Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/23/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/23/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 182556 |
| **VICI Properties LP** | **VICI Properties LP** | **VICI Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/25  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 120475 |
| **Walgreens Boots Alliance, Inc.** | **Walgreens Boots Alliance, Inc.** | **Walgreens Boots Alliance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/18/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 239655 |
| **Walmart, Inc.** | **Walmart, Inc.** | **Walmart, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/22/24 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 344330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 07/08/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/26/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 296388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/09/25  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 247242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/08/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 09/17/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199032 |
|  |  | **32859358** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Consumer Non-Cyclical 3.0%***  | ***Consumer Non-Cyclical 3.0%***  | ***Consumer Non-Cyclical 3.0%***  |
| **Abbott Laboratories** | **Abbott Laboratories** | **Abbott Laboratories** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25 *(a)* | 245000 | 237581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/30/26 *(a)* | 300000 | 296058 |
| **AbbVie, Inc.** | **AbbVie, Inc.** | **AbbVie, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 49322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/21/24 *(a)* | 800000 | 766480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 *(a)* | 600000 | 587634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/14/25 *(a)* | 800000 | 779336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/14/26 *(a)* | 350000 | 333119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 *(a)* | 850000 | 796084 |
| **Altria Group, Inc.** | **Altria Group, Inc.** | **Altria Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/24  | 150000 | 148581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/14/24 *(a)* | 100000 | &nbsp;&nbsp; 98464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 05/06/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/14/26 *(a)* | 200000 | 196882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/16/26 *(a)* | 150000 | 138045 |
| **AmerisourceBergen Corp.** | **AmerisourceBergen Corp.** | **AmerisourceBergen Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24 *(a)* | 150000 | 146933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/25 *(a)* | &nbsp;&nbsp; 97000 | &nbsp;&nbsp; 93713 |
| **Amgen, Inc.** | **Amgen, Inc.** | **Amgen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/22/24 *(a)* | 250000 | 246145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/21/25 *(a)* | 100000 | &nbsp;&nbsp; 94414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/25 *(a)* | 200000 | 193652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/19/26 *(a)* | 300000 | 279561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 *(a)* | 400000 | 364204 |
| **Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/26 *(a)* | 600000 | 582798 |
| **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/11/26 *(a)* | 250000 | 232917 |
| **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 05/28/24 *(a)* | 350000 | 329546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 05/28/26 *(a)* | 250000 | 223712 |
| **AstraZeneca PLC** | **AstraZeneca PLC** | **AstraZeneca PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/16/25  | 200000 | 193814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 04/08/26 *(a)* | 200000 | 177326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 *(a)* | 200000 | 190120 |
| **BAT Capital Corp.** | **BAT Capital Corp.** | **BAT Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 08/15/24 *(a)* | 450000 | 434101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.79%, 09/06/24 *(a)* | 150000 | 143523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 09/06/26 *(a)* | 300000 | 278628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 *(a)* | 200000 | 193320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 *(a)* | 700000 | 638904 |
| **BAT International Finance PLC** | **BAT International Finance PLC** | **BAT International Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 03/25/26 *(a)* | 300000 | 266091 |
| **Baxalta, Inc.** | **Baxalta, Inc.** | **Baxalta, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/23/25 *(a)* | 200000 | 196844 |
| **Baxter International, Inc.** | **Baxter International, Inc.** | **Baxter International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 11/29/24  | 200000 | 186262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/26 *(a)* | 200000 | 184402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 *(a)* | 300000 | 267501 |
| **Becton Dickinson & Co.** | **Becton Dickinson & Co.** | **Becton Dickinson & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 06/06/24 *(a)* | 250000 | 244245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 12/15/24 *(a)* | 200000 | 195300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 *(a)* | 250000 | 239175 |
| **Biogen, Inc.** | **Biogen, Inc.** | **Biogen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/25 *(a)* | 400000 | 390016 |
| **Boston Scientific Corp.** | **Boston Scientific Corp.** | **Boston Scientific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/01/24 *(a)* | &nbsp;&nbsp; 88000 | &nbsp;&nbsp; 86478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/01/25 *(a)* | 200000 | 187224 |
| **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/26/24 *(a)* | 550000 | 535249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/25 *(a)* | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 78154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/13/25 *(a)* | 200000 | 180348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/26 *(a)* | 500000 | 480840 |

---

**78** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Brunswick Corp.** | **Brunswick Corp.** | **Brunswick Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 08/18/24 *(a)* | 150000 | 138303 |
| **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/17/25 *(a)* | 150000 | 137256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/26 *(a)* | 250000 | 234630 |
| **Campbell Soup Co.** | **Campbell Soup Co.** | **Campbell Soup Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/25 *(a)* | 150000 | 147206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/19/25 *(a)* | 100000 | &nbsp;&nbsp; 96716 |
| **Cardinal Health, Inc.** | **Cardinal Health, Inc.** | **Cardinal Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 06/15/24 *(a)* | 250000 | 242647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/25 *(a)* | 150000 | 145254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 *(a)* | 250000 | 235110 |
| **Cigna Corp.** | **Cigna Corp.** | **Cigna Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/24 *(a)* | &nbsp;&nbsp; 97000 | &nbsp;&nbsp; 94984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/25 *(a)* | 500000 | 490975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/25/26 *(a)* | 300000 | 299550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 03/15/26 *(a)* | 250000 | 224370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 *(a)* | 350000 | 331156 |
| **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 *(a)* | 150000 | 144291 |
| **CommonSpirit Health** | **CommonSpirit Health** | **CommonSpirit Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 10/01/24 *(a)* | 150000 | 143684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 10/01/25 *(a)* | 100000 | &nbsp;&nbsp; 90059 |
| **Conagra Brands, Inc.** | **Conagra Brands, Inc.** | **Conagra Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/01/24 *(a)* | 200000 | 197634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/01/25 *(a)* | 300000 | 297126 |
| **Constellation Brands, Inc.** | **Constellation Brands, Inc.** | **Constellation Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/09/24  | 100000 | &nbsp;&nbsp; 98113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/24  | 150000 | 149451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/15/25 *(a)* | 150000 | 148540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 *(a)* | 200000 | 188916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 *(a)* | 200000 | 195554 |
| **CVS Health Corp.** | **CVS Health Corp.** | **CVS Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/12/24 *(a)* | 100000 | &nbsp;&nbsp; 97776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/24 *(a)* | 100000 | &nbsp;&nbsp; 96710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/25 *(a)* | 300000 | 297141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/20/25 *(a)* | 500000 | 491655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/26 *(a)* | 500000 | 469225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/26 *(a)* | 200000 | 188200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 *(a)* | 175000 | 167942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 *(a)* | 400000 | 343548 |
| **DH Europe Finance II Sarl** | **DH Europe Finance II Sarl** | **DH Europe Finance II Sarl** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/15/24 *(a)* | 300000 | 286062 |
| **Diageo Capital PLC** | **Diageo Capital PLC** | **Diageo Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/29/25 *(a)* | 200000 | 183396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 *(a)* | 200000 | 206304 |
| **Eli Lilly & Co.** | **Eli Lilly & Co.** | **Eli Lilly & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/25 *(a)* | 150000 | 143925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 *(a)* | 200000 | 190364 |
| **Flowers Foods, Inc.** | **Flowers Foods, Inc.** | **Flowers Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/26 *(a)* | 150000 | 141587 |
| **GE Healthcare Holding LLC** | **GE Healthcare Holding LLC** | **GE Healthcare Holding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/15/24 *(d)* | 200000 | 200940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/25 *(a)(d)* | 300000 | 303102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 *(a)(d)* | 250000 | 255995 |
| **General Mills, Inc.** | **General Mills, Inc.** | **General Mills, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/24 *(a)* | 150000 | 148284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/17/25 *(a)* | 100000 | &nbsp;&nbsp; 98705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 *(a)* | 200000 | 191234 |
| **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/24 *(a)* | 250000 | 246240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 *(a)* | 280000 | 273498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/26 *(a)* | 700000 | 679469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 *(a)* | 300000 | 280914 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/24 *(a)* | 200000 | 195468 |
| **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/25  | 250000 | 245610 |
| **GSK Consumer Healthcare Capital US LLC** | **GSK Consumer Healthcare Capital US LLC** | **GSK Consumer Healthcare Capital US LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 03/24/24 *(a)* | 250000 | 242837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/24/25  | 250000 | 239705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 *(a)* | 250000 | 233867 |
| **Hasbro, Inc.** | **Hasbro, Inc.** | **Hasbro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/19/24 *(a)* | 100000 | &nbsp;&nbsp; 96225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/19/26 *(a)* | 200000 | 188744 |
| **HCA, Inc.** | **HCA, Inc.** | **HCA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/24  | 350000 | 348747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/25  | 600000 | 599340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/25  | 300000 | 300243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/26 *(a)* | 200000 | 201744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/26 *(a)* | 200000 | 198704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/01/26 *(a)* | 200000 | 199406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 *(a)* | 250000 | 240752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 *(a)(d)* | 250000 | 227755 |
| **Hormel Foods Corp.** | **Hormel Foods Corp.** | **Hormel Foods Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 06/03/24 *(a)* | 250000 | 235235 |
| **JBS USA LUX S.A.** | **JBS USA LUX S.A.** | **JBS USA LUX S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 *(a)(d)* | 200000 | 176688 |
| **Johnson & Johnson** | **Johnson & Johnson** | **Johnson & Johnson** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 09/01/25 *(a)* | 200000 | 181906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/26 *(a)* | 500000 | 474755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 *(a)* | 250000 | 238982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 *(a)* | 200000 | 174286 |
| **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 *(a)* | 150000 | 141501 |
| **Kellogg Co.** | **Kellogg Co.** | **Kellogg Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/01/23  | 150000 | 146693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/26  | 200000 | 191488 |
| **Keurig Dr Pepper, Inc.** | **Keurig Dr Pepper, Inc.** | **Keurig Dr Pepper, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/15/23 *(a)* | 100000 | &nbsp;&nbsp; 98090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/24 *(a)* | 200000 | 189176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 05/25/25 *(a)* | 184000 | 183682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/25 *(a)* | 200000 | 193488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 *(a)* | 150000 | 141012 |
| **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 08/15/25  | 150000 | 144443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/26  | 100000 | &nbsp;&nbsp; 95009 |
| **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/26 *(a)* | 400000 | 376676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 *(a)* | 300000 | 289572 |
| **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/24 *(a)* | 250000 | 241307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp; 94624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/25 *(a)* | 150000 | 145562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/01/26 *(a)* | 150000 | 133194 |
| **McCormick & Co., Inc.** | **McCormick & Co., Inc.** | **McCormick & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/24 *(a)* | 150000 | 145445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 02/15/26 *(a)* | 200000 | 175906 |
| **McKesson Corp.** | **McKesson Corp.** | **McKesson Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/24 *(a)* | 150000 | 147837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 12/03/25 *(a)* | 200000 | 178344 |
| **Mead Johnson Nutrition Co.** | **Mead Johnson Nutrition Co.** | **Mead Johnson Nutrition Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/25 *(a)* | 200000 | 197150 |
| **Merck & Co., Inc.** | **Merck & Co., Inc.** | **Merck & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/07/24 *(a)* | 100000 | &nbsp;&nbsp; 98010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/10/25 *(a)* | 600000 | 578526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/24/26 *(a)* | 250000 | 224200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 *(a)* | 300000 | 268908 |

---

**79**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Molson Coors Beverage Co.** | **Molson Coors Beverage Co.** | **Molson Coors Beverage Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/26 *(a)* | 400000 | 375940 |
| **Mondelez International, Inc.** | **Mondelez International, Inc.** | **Mondelez International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/04/25 *(a)* | 100000 | &nbsp;&nbsp; 93040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 *(a)* | 200000 | 182552 |
| **Novartis Capital Corp.** | **Novartis Capital Corp.** | **Novartis Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/24  | 400000 | 393856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/14/25 *(a)* | 300000 | 284568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/25 *(a)* | 350000 | 337974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 *(a)* | 250000 | 229257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 *(a)* | 200000 | 191614 |
| **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/25 *(a)* | 150000 | 134714 |
| **PepsiCo, Inc.** | **PepsiCo, Inc.** | **PepsiCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/24 *(a)* | 350000 | 345786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/19/25 *(a)* | 200000 | 191208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/25 *(a)* | 150000 | 144224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/17/25 *(a)* | 200000 | 196250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/24/26 *(a)* | 200000 | 192272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/06/26 *(a)* | 200000 | 187806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 *(a)* | 100000 | &nbsp;&nbsp; 93473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 *(a)* | 200000 | 189806 |
| **PerkinElmer, Inc.** | **PerkinElmer, Inc.** | **PerkinElmer, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 09/15/24 *(a)* | 200000 | 184416 |
| **Pfizer, Inc.** | **Pfizer, Inc.** | **Pfizer, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/24 *(a)* | 150000 | 147269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24  | 150000 | 147675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 05/28/25 *(a)* | 250000 | 230937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/03/26  | 300000 | 285876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/26  | 300000 | 287520 |
| **Philip Morris International, Inc.** | **Philip Morris International, Inc.** | **Philip Morris International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/01/24 *(a)* | 200000 | 194336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/24  | 200000 | 193320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/01/25 *(a)* | 100000 | &nbsp;&nbsp; 92593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/11/25 *(a)* | 200000 | 192048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/25  | 200000 | 199260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/25/26 *(a)* | 200000 | 188378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/01/26 *(a)* | 150000 | 132179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 *(a)* | 300000 | 300792 |
| **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/30/25 *(a)* | 150000 | 145794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/26 *(a)* | 200000 | 192132 |
| **Reynolds American, Inc.** | **Reynolds American, Inc.** | **Reynolds American, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/12/25 *(a)* | 500000 | 491915 |
| **Royalty Pharma PLC** | **Royalty Pharma PLC** | **Royalty Pharma PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 09/02/25 *(a)* | 200000 | 179404 |
| **Shire Acquisitions Investments Ireland DAC** | **Shire Acquisitions Investments Ireland DAC** | **Shire Acquisitions Investments Ireland DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/26 *(a)* | 600000 | 565788 |
| **Stryker Corp.** | **Stryker Corp.** | **Stryker Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 91763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/25 *(a)* | 200000 | 193716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/26 *(a)* | 250000 | 242197 |
| **Sutter Health** | **Sutter Health** | **Sutter Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 08/15/25 *(a)* | 150000 | 136635 |
| **Sysco Corp.** | **Sysco Corp.** | **Sysco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/25 *(a)* | 200000 | 194286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/15/26 *(a)* | 300000 | 284661 |
| **The Clorox Co.** | **The Clorox Co.** | **The Clorox Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 *(a)* | 100000 | &nbsp;&nbsp; 93441 |
| **The Coca-Cola Co.** | **The Coca-Cola Co.** | **The Coca-Cola Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/06/24  | 300000 | 288153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/25/27  | 250000 | 242620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/27  | 300000 | 267285 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **The Estee Lauder Cos., Inc.** | **The Estee Lauder Cos., Inc.** | **The Estee Lauder Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142511 |
| **The Hershey Co.** | **The Hershey Co.** | **The Hershey Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 06/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 139265 |
| **The JM Smucker Co.** | **The JM Smucker Co.** | **The JM Smucker Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194398 |
| **The Kroger Co.** | **The Kroger Co.** | **The Kroger Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 184208 |
| **The Procter & Gamble Co.** | **The Procter & Gamble Co.** | **The Procter & Gamble Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/29/25  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 135002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/02/26  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 287325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 04/23/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 224937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/03/26  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/27  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 229520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/25/27  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141438 |
| **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.22%, 10/18/24 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 466450 |
| **Tyson Foods, Inc.** | **Tyson Foods, Inc.** | **Tyson Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 295020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 283752 |
| **Unilever Capital Corp.** | **Unilever Capital Corp.** | **Unilever Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/07/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/05/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 08/12/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 07/30/25  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/28/26  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 137769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187884 |
| **Universal Health Services, Inc.** | **Universal Health Services, Inc.** | **Universal Health Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 09/01/26 *(a)(d)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 171970 |
| **UPMC** | **UPMC** | **UPMC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 04/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 136544 |
| **Utah Acquisition Sub, Inc.** | **Utah Acquisition Sub, Inc.** | **Utah Acquisition Sub, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/26 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 469655 |
| **Viatris, Inc.** | **Viatris, Inc.** | **Viatris, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/22/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 135974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 129185 |
| **Whirlpool Corp.** | **Whirlpool Corp.** | **Whirlpool Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/25  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97596 |
| **Wyeth LLC** | **Wyeth LLC** | **Wyeth LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 02/01/24  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 101875 |
| **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/01/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 290040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189506 |
| **Zoetis, Inc.** | **Zoetis, Inc.** | **Zoetis, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/13/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198986 |
|  |  | **50557361** |
| ***Energy 1.5%***  | ***Energy 1.5%***  | ***Energy 1.5%***  |
| **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.23%, 12/15/23  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 12/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 135386 |
| **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143588 |
| **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/21/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 02/11/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 05/04/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 286896 |

---

**80** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 *(a)* | 200000 | 188204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 *(a)* | 200000 | 192652 |
| **BP Capital Markets PLC** | **BP Capital Markets PLC** | **BP Capital Markets PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 *(a)* | 200000 | 189248 |
| **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp; 97904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/15/25 *(a)* | 150000 | 140265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 *(a)* | 250000 | 237312 |
| **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/30/24 *(a)* | 300000 | 304329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/31/25 *(a)* | 350000 | 351897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 *(a)* | 300000 | 300636 |
| **Chevron Corp.** | **Chevron Corp.** | **Chevron Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/24 *(a)* | 150000 | 147024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 05/11/25 *(a)* | 700000 | 654822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 11/17/25 *(a)* | 100000 | &nbsp;&nbsp; 97127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/16/26 *(a)* | 500000 | 477015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 *(a)* | 200000 | 181380 |
| **Chevron USA, Inc.** | **Chevron USA, Inc.** | **Chevron USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.69%, 08/12/25 *(a)* | 200000 | 181682 |
| **Columbia Pipeline Group, Inc.** | **Columbia Pipeline Group, Inc.** | **Columbia Pipeline Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/25 *(a)* | 300000 | 297066 |
| **ConocoPhillips Co.** | **ConocoPhillips Co.** | **ConocoPhillips Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/08/24 *(a)* | 200000 | 193250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97695 |
| **Continental Resources, Inc.** | **Continental Resources, Inc.** | **Continental Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/24 *(a)* | 250000 | 243275 |
| **Coterra Energy, Inc.** | **Coterra Energy, Inc.** | **Coterra Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 *(a)(d)* | 200000 | 189080 |
| **DCP Midstream Operating LP** | **DCP Midstream Operating LP** | **DCP Midstream Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 *(a)* | 200000 | 200434 |
| **Devon Energy Corp.** | **Devon Energy Corp.** | **Devon Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/15/24 *(a)(d)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 50197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/15/25 *(a)* | 150000 | 153513 |
| **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/26 *(a)* | 200000 | 187630 |
| **Eastern Energy Gas Holdings LLC** | **Eastern Energy Gas Holdings LLC** | **Eastern Energy Gas Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/24 *(a)* | 200000 | 190290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/15/24 *(a)* | &nbsp;&nbsp; 67000 | &nbsp;&nbsp; 65445 |
| **Enbridge Energy Partners LP** | **Enbridge Energy Partners LP** | **Enbridge Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/25 *(a)* | 150000 | 153501 |
| **Enbridge, Inc.** | **Enbridge, Inc.** | **Enbridge, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/10/24 *(a)* | 100000 | &nbsp;&nbsp; 97604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/25 *(a)* | 150000 | 142550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 10/04/26 *(a)* | 150000 | 132002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 *(a)* | 200000 | 194302 |
| **Energy Transfer LP** | **Energy Transfer LP** | **Energy Transfer LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/24 *(a)* | 100000 | &nbsp;&nbsp; 99441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/24 *(a)* | 200000 | 197628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/25 *(a)* | 300000 | 283512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/26 *(a)* | 250000 | 245925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/26 *(a)* | 200000 | 189180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 200000 | 191668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 *(a)* | 200000 | 189878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 *(a)* | 200000 | 200322 |
| **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/15/24 *(a)* | 150000 | 147676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/25 *(a)* | 300000 | 293646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/26 *(a)* | 250000 | 242035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/16/77 *(a)(b)* | 150000 | 122553 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **EOG Resources, Inc.** | **EOG Resources, Inc.** | **EOG Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/26 *(a)* | 200000 | 197354 |
| **EQT Corp.** | **EQT Corp.** | **EQT Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/01/25 *(a)(f)* | 250000 | 252110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 *(a)* | 200000 | 186062 |
| **Exxon Mobil Corp.** | **Exxon Mobil Corp.** | **Exxon Mobil Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.02%, 08/16/24 *(a)* | 250000 | 240075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 03/06/25 *(a)* | 400000 | 384752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 03/19/25 *(a)* | 450000 | 436383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 03/01/26 *(a)* | 500000 | 479825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 08/16/26 *(a)* | 250000 | 233742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 *(a)* | 250000 | 241907 |
| **Halliburton Co.** | **Halliburton Co.** | **Halliburton Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/25 *(a)* | 140000 | 137173 |
| **Hess Corp.** | **Hess Corp.** | **Hess Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 *(a)* | 250000 | 240495 |
| **HF Sinclair Corp.** | **HF Sinclair Corp.** | **HF Sinclair Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/01/23  | 200000 | 195880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/01/26 *(a)* | 150000 | 151128 |
| **Kinder Morgan Energy Partners LP** | **Kinder Morgan Energy Partners LP** | **Kinder Morgan Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/01/24 *(a)* | 200000 | 197468 |
| **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/01/25 *(a)* | 400000 | 394168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/15/26 *(a)* | 150000 | 132965 |
| **Magellan Midstream Partners LP** | **Magellan Midstream Partners LP** | **Magellan Midstream Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/26 *(a)* | 200000 | 200556 |
| **Marathon Oil Corp.** | **Marathon Oil Corp.** | **Marathon Oil Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/15/27 *(a)* | 200000 | 193558 |
| **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/01/25 *(a)* | 300000 | 297591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 *(a)* | 200000 | 200534 |
| **MPLX LP** | **MPLX LP** | **MPLX LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/24 *(a)* | 200000 | 198584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/25 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/25 *(a)* | 250000 | 246962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/01/26 *(a)* | 200000 | 179430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 *(a)* | 300000 | 286545 |
| **National Fuel Gas Co.** | **National Fuel Gas Co.** | **National Fuel Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/25 *(a)* | 100000 | 100209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/26 *(a)* | 100000 | 100283 |
| **ONEOK Partners LP** | **ONEOK Partners LP** | **ONEOK Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/25 *(a)* | 100000 | &nbsp;&nbsp; 98953 |
| **ONEOK, Inc.** | **ONEOK, Inc.** | **ONEOK, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/24 *(a)* | 100000 | &nbsp;&nbsp; 96168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 01/15/26 *(a)* | 275000 | 279576 |
| **Ovintiv Exploration, Inc.** | **Ovintiv Exploration, Inc.** | **Ovintiv Exploration, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/01/26 *(a)* | 100000 | &nbsp;&nbsp; 99586 |
| **Phillips 66** | **Phillips 66** | **Phillips 66** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 02/15/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 47642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/09/25 *(a)* | 150000 | 147072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 02/15/26 *(a)* | 100000 | &nbsp;&nbsp; 89763 |
| **Phillips 66 Partners LP** | **Phillips 66 Partners LP** | **Phillips 66 Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/15/24 *(a)(d)* | 100000 | &nbsp;&nbsp; 94196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 10/01/26 *(a)* | 150000 | 141737 |
| **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/26 *(a)* | 150000 | 133962 |
| **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/01/24 *(a)* | 100000 | &nbsp;&nbsp; 96440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/25 *(a)* | 250000 | 246550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/26 *(a)* | 200000 | 193284 |

---

**81**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 250515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/01/25 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 501950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/30/26 *(a)* | 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 177732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 395372 |
| **Schlumberger Finance Canada Ltd.** | **Schlumberger Finance Canada Ltd.** | **Schlumberger Finance Canada Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/17/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183598 |
| **Schlumberger Investment S.A.** | **Schlumberger Investment S.A.** | **Schlumberger Investment S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/23 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 247307 |
| **Shell International Finance BV** | **Shell International Finance BV** | **Shell International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/07/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 286725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/11/25  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 486740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/10/26  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 476515 |
| **Spectra Energy Partners LP** | **Spectra Energy Partners LP** | **Spectra Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140807 |
| **Targa Resources Corp.** | **Targa Resources Corp.** | **Targa Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197750 |
| **TC PipeLines LP** | **TC PipeLines LP** | **TC PipeLines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/13/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95158 |
| **The Williams Cos., Inc.** | **The Williams Cos., Inc.** | **The Williams Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/04/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/24/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/15/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 236682 |
| **TotalEnergies Capital International S.A.** | **TotalEnergies Capital International S.A.** | **TotalEnergies Capital International S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/15/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/10/24  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.43%, 01/10/25 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 287616 |
| **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/12/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 278634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99367 |
| **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.85%, 02/01/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 268912 |
|  |  | **24726302** |
| ***Industrial Other 0.0%***  | ***Industrial Other 0.0%***  | ***Industrial Other 0.0%***  |
| **Cintas Corp. No. 2** | **Cintas Corp. No. 2** | **Cintas Corp. No. 2** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193798 |
| **Quanta Services, Inc.** | **Quanta Services, Inc.** | **Quanta Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/01/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183406 |
| **Yale University** | **Yale University** | **Yale University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.87%, 04/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 138213 |
|  |  | **515417** |
| ***Technology 2.6%***  | ***Technology 2.6%***  | ***Technology 2.6%***  |
| **Adobe, Inc.** | **Adobe, Inc.** | **Adobe, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183974 |
| **Alphabet, Inc.** | **Alphabet, Inc.** | **Alphabet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/25/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 08/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 226645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/26 *(a)* | 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 419440 |
| **Analog Devices, Inc.** | **Analog Devices, Inc.** | **Analog Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/25 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 338138 |
| **Apple Inc.** | **Apple Inc.** | **Apple Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/09/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 294810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/06/24  | 625000 | &nbsp;&nbsp;&nbsp;&nbsp; 615669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/11/24 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 293055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/11/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95594 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/13/25 *(a)* | 200000 | 193608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/09/25  | 250000 | 240075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 05/11/25 *(a)* | 450000 | 416056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/13/25  | 500000 | 486345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 08/20/25 *(a)* | 350000 | 316603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 02/08/26 *(a)* | 300000 | 268098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/23/26 *(a)* | 750000 | 726292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/04/26 *(a)* | 600000 | 562686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 09/11/26 *(a)* | 500000 | 461245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 *(a)* | 400000 | 387260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 *(a)* | 500000 | 480650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 *(a)* | 250000 | 238967 |
| **Applied Materials, Inc.** | **Applied Materials, Inc.** | **Applied Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/25 *(a)* | 200000 | 197550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 200000 | 192512 |
| **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/08/24 *(a)* | 100000 | &nbsp;&nbsp; 96193 |
| **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/25 *(a)* | 250000 | 244377 |
| **Avnet, Inc.** | **Avnet, Inc.** | **Avnet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/15/26 *(a)* | 150000 | 145508 |
| **Baidu, Inc.** | **Baidu, Inc.** | **Baidu, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/14/24 *(a)* | 250000 | 246175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 04/07/25 *(a)* | 250000 | 235878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.72%, 04/09/26 *(a)* | 200000 | 177712 |
| **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/25 *(a)* | 200000 | 193518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/27 *(a)* | 675000 | 639785 |
| **Broadcom, Inc.** | **Broadcom, Inc.** | **Broadcom, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/15/24 *(a)* | 150000 | 146886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 *(a)* | 100000 | &nbsp;&nbsp; 95303 |
| **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/27/26 *(a)* | 200000 | 188230 |
| **Cadence Design Systems, Inc.** | **Cadence Design Systems, Inc.** | **Cadence Design Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98885 |
| **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp; 99913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/25 *(a)* | 150000 | 144521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 *(a)* | 250000 | 223268 |
| **CGI, Inc.** | **CGI, Inc.** | **CGI, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/14/26 *(a)* | 200000 | 176902 |
| **Cisco Systems, Inc.** | **Cisco Systems, Inc.** | **Cisco Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/04/24  | 150000 | 148382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/28/26  | 100000 | &nbsp;&nbsp; 96187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/20/26 *(a)* | 400000 | 379428 |
| **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/24 *(a)* | 250000 | 245437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/15/25 *(a)* | 250000 | 254215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 06/15/26 *(a)* | 850000 | 868623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/01/26 *(a)* | 300000 | 296913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 *(a)* | 100000 | 103143 |
| **DXC Technology Co.** | **DXC Technology Co.** | **DXC Technology Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/15/26 *(a)* | 200000 | 176722 |
| **Equifax, Inc.** | **Equifax, Inc.** | **Equifax, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/24 *(a)* | 100000 | &nbsp;&nbsp; 95478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/15/25 *(a)* | 100000 | &nbsp;&nbsp; 93323 |
| **Equinix, Inc.** | **Equinix, Inc.** | **Equinix, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/18/24 *(a)* | 200000 | 190520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 07/15/25 *(a)* | 150000 | 135777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/15/25 *(a)* | 150000 | 133965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/15/26 *(a)* | 200000 | 176142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/18/26 *(a)* | 150000 | 137346 |
| **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 *(a)* | 200000 | 182638 |

---

**82** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 03/01/24  | 200000 | 189222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 03/01/26 *(a)* | 350000 | 309340 |
| **Fiserv, Inc.** | **Fiserv, Inc.** | **Fiserv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/01/24 *(a)* | 450000 | 433890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/25 *(a)* | 250000 | 242962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/01/26 *(a)* | 300000 | 282801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 *(a)* | 250000 | 223250 |
| **Flex Ltd.** | **Flex Ltd.** | **Flex Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/25 *(a)* | 150000 | 147938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/26 *(a)* | 200000 | 188776 |
| **Fortinet, Inc.** | **Fortinet, Inc.** | **Fortinet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/26 *(a)* | 150000 | 132273 |
| **Genpact Luxembourg SARL/Genpact USA, Inc.** | **Genpact Luxembourg SARL/Genpact USA, Inc.** | **Genpact Luxembourg SARL/Genpact USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/10/26 *(a)* | 150000 | 134432 |
| **Global Payments, Inc.** | **Global Payments, Inc.** | **Global Payments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 92721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/25 *(a)* | 250000 | 235115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/01/26 *(a)* | 200000 | 174768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/01/26 *(a)* | 250000 | 245005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 *(a)* | 175000 | 152959 |
| **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/01/24 *(a)* | 200000 | 190828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/25 *(a)* | 600000 | 599562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/01/26 *(a)* | 150000 | 136346 |
| **HP, Inc.** | **HP, Inc.** | **HP, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/17/25 *(a)* | 350000 | 327124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/17/26 *(a)* | 250000 | 219573 |
| **Intel Corp.** | **Intel Corp.** | **Intel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/11/24 *(a)* | 150000 | 146510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/25/25 *(a)(c)* | 400000 | 390660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/29/25 *(a)* | 550000 | 540182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/19/26 *(a)* | 250000 | 235963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 *(a)* | 250000 | 243577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 *(a)* | 250000 | 241887 |
| **International Business Machines Corp.** | **International Business Machines Corp.** | **International Business Machines Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/12/24  | 400000 | 394504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/24  | 650000 | 633984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/19/26  | 400000 | 385292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/26  | 600000 | 573468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/27/27  | 100000 | &nbsp;&nbsp; 95139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 *(a)* | 200000 | 181474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 *(a)* | 300000 | 264795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 *(a)* | 200000 | 196354 |
| **Intuit, Inc.** | **Intuit, Inc.** | **Intuit, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 07/15/25 *(a)* | 150000 | 137240 |
| **Jabil, Inc.** | **Jabil, Inc.** | **Jabil, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 04/15/26 *(a)* | 150000 | 133131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 *(a)* | 100000 | &nbsp;&nbsp; 95485 |
| **Juniper Networks, Inc.** | **Juniper Networks, Inc.** | **Juniper Networks, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 12/10/25 *(a)* | 100000 | &nbsp;&nbsp; 89429 |
| **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/30/24 *(a)* | 100000 | &nbsp;&nbsp; 99402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 *(a)* | 200000 | 196870 |
| **KLA Corp.** | **KLA Corp.** | **KLA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/01/24 *(a)* | 200000 | 199550 |
| **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 10/15/26 *(a)* | 200000 | 163440 |
| **Lam Research Corp.** | **Lam Research Corp.** | **Lam Research Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 *(a)* | 200000 | 197244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 97973 |
| **Leidos, Inc.** | **Leidos, Inc.** | **Leidos, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96413 |
| **Marvell Technology, Inc.** | **Marvell Technology, Inc.** | **Marvell Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 04/15/26 *(a)* | 100000 | &nbsp;&nbsp; 88461 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Mastercard, Inc.** | **Mastercard, Inc.** | **Mastercard, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/24  | 350000 | 344519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/03/25 *(a)* | 100000 | &nbsp;&nbsp; 95165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 *(a)* | 250000 | 240920 |
| **Microchip Technology, Inc.** | **Microchip Technology, Inc.** | **Microchip Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.97%, 02/15/24  | 350000 | 331702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/25 *(a)* | 200000 | 194712 |
| **Micron Technology, Inc.** | **Micron Technology, Inc.** | **Micron Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 02/06/26 *(a)* | 100000 | &nbsp;&nbsp; 99163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 02/15/27 *(a)* | 200000 | 191464 |
| **Microsoft Corp.** | **Microsoft Corp.** | **Microsoft Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/23 *(a)* | 250000 | 247867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/06/24 *(a)* | 250000 | 245607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/12/25 *(a)* | 500000 | 484665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/03/25 *(a)* | 600000 | 584046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/08/26 *(a)* | 900000 | 846864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 *(a)* | 800000 | 774520 |
| **Moody's Corp.** | **Moody's Corp.** | **Moody's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/24 *(a)* | 150000 | 149787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/24/25 *(a)* | 200000 | 195340 |
| **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/01/24  | 100000 | &nbsp;&nbsp; 98404 |
| **NetApp, Inc.** | **NetApp, Inc.** | **NetApp, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 06/22/25 *(a)* | 250000 | 230580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 *(a)* | 125000 | 112264 |
| **NVIDIA Corp.** | **NVIDIA Corp.** | **NVIDIA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.58%, 06/14/24 *(a)* | 250000 | 234525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/16/26 *(a)* | 100000 | &nbsp;&nbsp; 96243 |
| **NXP BV/NXP Funding LLC** | **NXP BV/NXP Funding LLC** | **NXP BV/NXP Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/24 *(a)* | 250000 | 248265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/01/26 *(a)* | 200000 | 199654 |
| **NXP BV/NXP Funding LLC/NXP USA, Inc.** | **NXP BV/NXP Funding LLC/NXP USA, Inc.** | **NXP BV/NXP Funding LLC/NXP USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/01/25 *(a)* | 100000 | &nbsp;&nbsp; 94376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/18/26 *(a)* | 200000 | 190470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48154 |
| **Oracle Corp.** | **Oracle Corp.** | **Oracle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/08/24 *(a)* | 450000 | 439987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/15/24 *(a)* | 300000 | 288726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/25 *(a)* | 800000 | 757200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/15/25 *(a)* | 400000 | 381432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/25/26 *(a)* | 600000 | 538740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/26 *(a)* | 750000 | 691762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 *(a)* | 400000 | 365776 |
| **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/01/24 *(a)* | 250000 | 239615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/25 *(a)* | 200000 | 186162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/01/26 *(a)* | 300000 | 279303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 *(a)* | 150000 | 145857 |
| **Qorvo, Inc.** | **Qorvo, Inc.** | **Qorvo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/15/24 *(a)(d)* | 150000 | 138123 |
| **QUALCOMM, Inc.** | **QUALCOMM, Inc.** | **QUALCOMM, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/20/25 *(a)* | 300000 | 293214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 *(a)* | 400000 | 382816 |
| **S&P Global, Inc.** | **S&P Global, Inc.** | **S&P Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 *(a)(d)* | 300000 | 276438 |
| **salesforce.com, Inc.** | **salesforce.com, Inc.** | **salesforce.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/24 *(a)* | 250000 | 234673 |
| **Skyworks Solutions, Inc.** | **Skyworks Solutions, Inc.** | **Skyworks Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 06/01/26 *(a)* | 150000 | 132240 |
| **TD SYNNEX Corp.** | **TD SYNNEX Corp.** | **TD SYNNEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/09/24 *(a)* | 150000 | 138537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/09/26 *(a)* | 200000 | 171014 |
| **Texas Instruments, Inc.** | **Texas Instruments, Inc.** | **Texas Instruments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/12/25 *(a)* | 225000 | 210634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/15/26 *(a)* | 150000 | 133407 |

---

**83**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **The Western Union Co.** | **The Western Union Co.** | **The Western Union Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/10/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 143036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 03/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 130974 |
| **TSMC Arizona Corp.** | **TSMC Arizona Corp.** | **TSMC Arizona Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/25/26 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 311549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193046 |
| **Tyco Electronics Group S.A.** | **Tyco Electronics Group S.A.** | **Tyco Electronics Group S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97897 |
| **VeriSign, Inc.** | **VeriSign, Inc.** | **VeriSign, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 150431 |
| **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196178 |
| **Visa, Inc.** | **Visa, Inc.** | **Visa, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/25 *(a)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 964140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 181822 |
| **VMware, Inc.** | **VMware, Inc.** | **VMware, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 08/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 279003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 148613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 176044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/15/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 235410 |
| **Western Digital Corp.** | **Western Digital Corp.** | **Western Digital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 471540 |
| **Workday, Inc.** | **Workday, Inc.** | **Workday, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 236560 |
| **Xilinx, Inc.** | **Xilinx, Inc.** | **Xilinx, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 145902 |
|  |  | **42934455** |
| ***Transportation 0.4%***  | ***Transportation 0.4%***  | ***Transportation 0.4%***  |
| **BNSF Funding Trust I** | **BNSF Funding Trust I** | **BNSF Funding Trust I** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.61%, 12/15/55 *(a)(b)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93331 |
| **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 144693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/15/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 107248 |
| **Canadian National Railway Co.** | **Canadian National Railway Co.** | **Canadian National Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141924 |
| **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 12/02/24 *(a)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 325469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 179210 |
| **Continental Airlines 2012-2 Class A Pass-Through Trust** | **Continental Airlines 2012-2 Class A Pass-Through Trust** | **Continental Airlines 2012-2 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/29/26 *(a)* | &nbsp;&nbsp;&nbsp;&nbsp; 55202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52543 |
| **CSX Corp.** | **CSX Corp.** | **CSX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/01/24 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 146883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 236168 |
| **Delta Air Lines 2019-1 Class AA Pass-Through Trust** | **Delta Air Lines 2019-1 Class AA Pass-Through Trust** | **Delta Air Lines 2019-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/25/25 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96162 |
| **FedEx Corp.** | **FedEx Corp.** | **FedEx Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191782 |
| **GXO Logistics, Inc.** | **GXO Logistics, Inc.** | **GXO Logistics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86490 |
| **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/01/26 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194932 |
| **Norfolk Southern Corp.** | **Norfolk Southern Corp.** | **Norfolk Southern Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/24 *(a)* | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/01/25 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/26 *(a)* | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141248 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Ryder System, Inc.** | **Ryder System, Inc.** | **Ryder System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/01/23 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/18/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/01/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/01/25 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182284 |
| **Southwest Airlines Co.** | **Southwest Airlines Co.** | **Southwest Airlines Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/04/25 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353987 |
| **Union Pacific Corp.** | **Union Pacific Corp.** | **Union Pacific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183134 |
| **United Airlines 2012-1 Class A Pass-Through Trust** | **United Airlines 2012-1 Class A Pass-Through Trust** | **United Airlines 2012-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/11/25  | &nbsp;&nbsp; 26621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25640 |
| **United Airlines 2013-1 Class A Pass-Through Trust** | **United Airlines 2013-1 Class A Pass-Through Trust** | **United Airlines 2013-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/27 *(a)* | &nbsp;&nbsp; 60311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56284 |
| **United Airlines 2014-1 Class A Pass-Through Trust** | **United Airlines 2014-1 Class A Pass-Through Trust** | **United Airlines 2014-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/11/27 *(a)* | &nbsp;&nbsp; 88296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81675 |
| **United Airlines 2014-2 Class A Pass-Through Trust** | **United Airlines 2014-2 Class A Pass-Through Trust** | **United Airlines 2014-2 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/03/28  | &nbsp;&nbsp; 91190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83320 |
| **United Airlines 2020-1 Class A Pass-Through Trust** | **United Airlines 2020-1 Class A Pass-Through Trust** | **United Airlines 2020-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/15/29 *(a)* | 316153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310140 |
| **United Airlines 2020-1 Class B Pass-Through Trust** | **United Airlines 2020-1 Class B Pass-Through Trust** | **United Airlines 2020-1 Class B Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/15/27  | 152400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143620 |
| **United Parcel Service, Inc.** | **United Parcel Service, Inc.** | **United Parcel Service, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/01/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 11/15/24 *(a)* | &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197544 |
|  |  | **6533855** |
|  |  | **210868085** |
| **Utility 1.3%** | **Utility 1.3%** | **Utility 1.3%** |
| ***Electric 1.2%***  | ***Electric 1.2%***  | ***Electric 1.2%***  |
| **AEP Transmission Co. LLC** | **AEP Transmission Co. LLC** | **AEP Transmission Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141023 |
| **Alabama Power Co.** | **Alabama Power Co.** | **Alabama Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 12/01/23  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148320 |
| **Ameren Corp.** | **Ameren Corp.** | **Ameren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/26 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240605 |
| **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.03%, 03/15/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 11/01/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/62 *(a)(b)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115545 |
| **Avangrid, Inc.** | **Avangrid, Inc.** | **Avangrid, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/01/24 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95956 |
| **Baltimore Gas & Electric Co.** | **Baltimore Gas & Electric Co.** | **Baltimore Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139206 |
| **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248067 |
| **Black Hills Corp.** | **Black Hills Corp.** | **Black Hills Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.04%, 08/23/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92972 |
| **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134318 |

---

**84** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Cleco Corporate Holdings LLC** | **Cleco Corporate Holdings LLC** | **Cleco Corporate Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 05/01/26 *(a)* | 200000 | 189064 |
| **CMS Energy Corp.** | **CMS Energy Corp.** | **CMS Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/26 *(a)* | 100000 | &nbsp;&nbsp; 93834 |
| **Commonwealth Edison Co.** | **Commonwealth Edison Co.** | **Commonwealth Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/26 *(a)* | 150000 | 140580 |
| **Consolidated Edison, Inc.** | **Consolidated Edison, Inc.** | **Consolidated Edison, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 12/01/23 *(a)* | 200000 | 192066 |
| **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/25 *(a)* | 250000 | 240217 |
| **Dominion Energy, Inc.** | **Dominion Energy, Inc.** | **Dominion Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 08/15/24  | 150000 | 144617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/25 *(a)* | 150000 | 146381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/15/26 *(a)* | 200000 | 179892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/54 *(a)(b)* | 122000 | 114981 |
| **DTE Electric Co.** | **DTE Electric Co.** | **DTE Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98607 |
| **DTE Energy Co.** | **DTE Energy Co.** | **DTE Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 10/01/24  | 100000 | &nbsp;&nbsp; 95641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 11/01/24 *(g)* | 250000 | 245787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 06/01/25 *(a)* | 200000 | 181330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/01/26 *(a)* | 200000 | 185960 |
| **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 12/01/26 *(a)* | 200000 | 190548 |
| **Duke Energy Corp.** | **Duke Energy Corp.** | **Duke Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/24 *(a)* | 200000 | 197122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 09/15/25 *(a)* | 150000 | 135587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/01/26 *(a)* | 200000 | 186044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/82 *(a)(b)* | 100000 | &nbsp;&nbsp; 71199 |
| **Duke Energy Florida LLC** | **Duke Energy Florida LLC** | **Duke Energy Florida LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/27 *(a)* | 200000 | 190360 |
| **Duke Energy Progress LLC** | **Duke Energy Progress LLC** | **Duke Energy Progress LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/25 *(a)* | 100000 | &nbsp;&nbsp; 96990 |
| **Edison International** | **Edison International** | **Edison International** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/15/24 *(a)* | 100000 | &nbsp;&nbsp; 96322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/25 *(a)* | 150000 | 148608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 *(a)* | 150000 | 152068 |
| **Emera US Finance LP** | **Emera US Finance LP** | **Emera US Finance LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/15/26 *(a)* | 250000 | 235592 |
| **Enel Americas S.A.** | **Enel Americas S.A.** | **Enel Americas S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/25/26 *(a)* | 150000 | 142644 |
| **Enel Generacion Chile S.A.** | **Enel Generacion Chile S.A.** | **Enel Generacion Chile S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98807 |
| **Entergy Arkansas LLC** | **Entergy Arkansas LLC** | **Entergy Arkansas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/01/24 *(a)* | 100000 | &nbsp;&nbsp; 98503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/26 *(a)* | 200000 | 193584 |
| **Entergy Corp.** | **Entergy Corp.** | **Entergy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 09/15/25 *(a)* | 250000 | 223625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/26 *(a)* | 200000 | 187142 |
| **Entergy Louisiana LLC** | **Entergy Louisiana LLC** | **Entergy Louisiana LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/01/24 *(a)* | 250000 | 232212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/24  | 100000 | 100962 |
| **Evergy Kansas Central, Inc.** | **Evergy Kansas Central, Inc.** | **Evergy Kansas Central, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/01/26 *(a)* | 150000 | 139301 |
| **Evergy, Inc.** | **Evergy, Inc.** | **Evergy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/15/24 *(a)* | 250000 | 237755 |
| **Eversource Energy** | **Eversource Energy** | **Eversource Energy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/24 *(a)* | 200000 | 192700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/25 *(a)* | 100000 | &nbsp;&nbsp; 89179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 *(a)* | 200000 | 183958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 *(a)* | 200000 | 198888 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Exelon Corp.** | **Exelon Corp.** | **Exelon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/25 *(a)* | 100000 | &nbsp;&nbsp; 98118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/15/26 *(a)* | 200000 | 191720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 *(a)(d)* | 150000 | 139101 |
| **Florida Power & Light Co.** | **Florida Power & Light Co.** | **Florida Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/25 *(a)* | 250000 | 240225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/25 *(a)* | 200000 | 192972 |
| **Fortis, Inc.** | **Fortis, Inc.** | **Fortis, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 10/04/26 *(a)* | 250000 | 233257 |
| **Georgia Power Co.** | **Georgia Power Co.** | **Georgia Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 *(a)* | 150000 | 140231 |
| **Interstate Power & Light Co.** | **Interstate Power & Light Co.** | **Interstate Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/24 *(a)* | 250000 | 241637 |
| **IPALCO Enterprises, Inc.** | **IPALCO Enterprises, Inc.** | **IPALCO Enterprises, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/01/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48562 |
| **ITC Holdings Corp.** | **ITC Holdings Corp.** | **ITC Holdings Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/24 *(a)* | 100000 | &nbsp;&nbsp; 97583 |
| **MidAmerican Energy Co.** | **MidAmerican Energy Co.** | **MidAmerican Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98048 |
| **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/07/24 *(a)* | 150000 | 146790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.35%, 02/08/24  | 150000 | 142445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/27/25 *(a)* | 100000 | &nbsp;&nbsp; 96381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/07/25  | 150000 | 140928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/25 *(a)* | 200000 | 191644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 06/15/26 *(a)* | 200000 | 177176 |
| **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 03/21/24 *(a)* | 350000 | 339741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/20/24  | 150000 | 148091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/20/25  | 250000 | 248985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/27 *(a)* | 250000 | 222955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 *(a)* | 350000 | 332160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 *(a)* | 250000 | 248622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/82 *(a)(b)* | 100000 | &nbsp;&nbsp; 77902 |
| **NSTAR Electric Co.** | **NSTAR Electric Co.** | **NSTAR Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 *(a)* | 200000 | 188826 |
| **Oncor Electric Delivery Co., LLC** | **Oncor Electric Delivery Co., LLC** | **Oncor Electric Delivery Co., LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/24 *(a)* | 100000 | &nbsp;&nbsp; 96965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp; 96066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/01/25 *(a)* | 100000 | &nbsp;&nbsp; 89109 |
| **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/16/24 *(a)* | 200000 | 194526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/24 *(a)* | 200000 | 191418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/25 *(a)* | 150000 | 141663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/01/25  | 300000 | 284457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/01/26  | 300000 | 278379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/26 *(a)* | 200000 | 183158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 *(a)* | 300000 | 293346 |
| **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 06/15/25 *(a)* | 125000 | 113955 |
| **Potomac Electric Power Co.** | **Potomac Electric Power Co.** | **Potomac Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/24 *(a)* | 100000 | &nbsp;&nbsp; 98633 |
| **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/26 *(a)* | 200000 | 187260 |
| **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 03/15/26 *(a)* | 100000 | &nbsp;&nbsp; 89359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/26 *(a)* | 200000 | 183146 |
| **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/24 *(a)* | 200000 | 193342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/25 *(a)* | 250000 | 225010 |
| **Puget Energy, Inc.** | **Puget Energy, Inc.** | **Puget Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/15/25 *(a)* | 200000 | 190482 |
| **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/26 *(a)* | 150000 | 140073 |

---

**85**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Southern California Edison Co.** | **Southern California Edison Co.** | **Southern California Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 04/01/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 02/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/01/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148153 |
| **Southern Power Co.** | **Southern Power Co.** | **Southern Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 01/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88426 |
| **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91607 |
| **Southwestern Public Service Co.** | **Southwestern Public Service Co.** | **Southwestern Public Service Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/15/24 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97806 |
| **The AES Corp.** | **The AES Corp.** | **The AES Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/15/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268167 |
| **The Connecticut Light & Power Co.** | **The Connecticut Light & Power Co.** | **The Connecticut Light & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189366 |
| **The Southern Co.** | **The Southern Co.** | **The Southern Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 02/26/24 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/01/24  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/01/26 *(a)* | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/51 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/51 *(a)(b)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200477 |
| **Tucson Electric Power Co.** | **Tucson Electric Power Co.** | **Tucson Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144354 |
| **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/15/24 *(a)* | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/26 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/27 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144389 |
| **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 03/15/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189456 |
| **Xcel Energy, Inc.** | **Xcel Energy, Inc.** | **Xcel Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88376 |
|  |  | **20566433** |
| ***Natural Gas 0.1%***  | ***Natural Gas 0.1%***  | ***Natural Gas 0.1%***  |
| **NiSource, Inc.** | **NiSource, Inc.** | **NiSource, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 08/15/25 *(a)* | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 *(a)* | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212823 |
| **ONE Gas, Inc.** | **ONE Gas, Inc.** | **ONE Gas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/11/24 *(a)* | 157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149238 |
| **Sempra Energy** | **Sempra Energy** | **Sempra Energy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/25 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/52 *(a)(b)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155382 |
| **Southern California Gas Co.** | **Southern California Gas Co.** | **Southern California Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/15/24 *(a)* | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 06/15/26 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92654 |
| **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/26 *(a)* | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94221 |
|  |  | **1564575** |
| ***Utility Other 0.0%***  | ***Utility Other 0.0%***  | ***Utility Other 0.0%***  |
| **American Water Capital Corp.** | **American Water Capital Corp.** | **American Water Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/25 *(a)* | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146205 |
|  |  | **22277213** |
| **Total Corporates**<br> **(Cost $472,364,681)** | **Total Corporates**<br> **(Cost $472,364,681)** | **439058364** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **TREASURIES** 64.5% OF NET ASSETS | **TREASURIES** 64.5% OF NET ASSETS | **TREASURIES** 64.5% OF NET ASSETS |
| **Bonds** | **Bonds** | **Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/24  | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 635637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 02/15/25  | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 855156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/25  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1067969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/26  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 1586543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 08/15/26  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1094141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/26  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1091484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/15/27  | &nbsp;&nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 771148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/27  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1105039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/27  | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp; 1763938 |
| **Notes** | **Notes** | **Notes** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 12/31/23  | 11800000 | 11307949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/31/23  | &nbsp;&nbsp; 6300000 | &nbsp;&nbsp; 6162557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/24  | &nbsp;&nbsp; 9546000 | &nbsp;&nbsp; 9076717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/31/24  | 12000000 | 11488359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/31/24  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7785625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/31/24  | &nbsp;&nbsp; 9250000 | &nbsp;&nbsp; 9022725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 02/15/24  | 12600000 | 11933824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/29/24  | 12500000 | 12028809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/29/24  | &nbsp;&nbsp; 5700000 | &nbsp;&nbsp; 5526217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/29/24  | &nbsp;&nbsp; 5200000 | &nbsp;&nbsp; 5059742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 03/15/24  | 12900000 | 12197807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/31/24  | &nbsp;&nbsp; 9750000 | &nbsp;&nbsp; 9436934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/31/24  | 11000000 | 10663340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 04/15/24  | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp; 7080029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/30/24  | &nbsp;&nbsp; 5800000 | &nbsp;&nbsp; 5593375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/30/24  | &nbsp;&nbsp; 7150000 | &nbsp;&nbsp; 6918603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/30/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 9226875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 05/15/24  | 10000000 | &nbsp;&nbsp; 9390625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/31/24  | &nbsp;&nbsp; 6550000 | &nbsp;&nbsp; 6305015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/31/24  | 21000000 | 20368359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 06/15/24  | 10000000 | &nbsp;&nbsp; 9361719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/30/24  | &nbsp;&nbsp; 5200000 | &nbsp;&nbsp; 4982047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/24  | &nbsp;&nbsp; 5685000 | &nbsp;&nbsp; 5466372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/30/24  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8787656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/15/24  | &nbsp;&nbsp; 9900000 | &nbsp;&nbsp; 9265975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/31/24  | &nbsp;&nbsp; 7800000 | &nbsp;&nbsp; 7455246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 07/31/24  | 17200000 | 16540891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/31/24  | &nbsp;&nbsp; 7400000 | &nbsp;&nbsp; 7224684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 08/15/24  | &nbsp;&nbsp; 9800000 | &nbsp;&nbsp; 9143285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/31/24  | &nbsp;&nbsp; 5400000 | &nbsp;&nbsp; 5108695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/31/24  | &nbsp;&nbsp; 4800000 | &nbsp;&nbsp; 4589156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/31/24  | &nbsp;&nbsp; 7300000 | &nbsp;&nbsp; 7154000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/15/24  | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp; 7912139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/30/24  | &nbsp;&nbsp; 2900000 | &nbsp;&nbsp; 2751715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/30/24  | &nbsp;&nbsp; 4310000 | &nbsp;&nbsp; 4138610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/30/24  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6980039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 10/15/24  | 12500000 | 11661377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/31/24  | &nbsp;&nbsp; 5850000 | &nbsp;&nbsp; 5544932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/31/24  | &nbsp;&nbsp; 4600000 | &nbsp;&nbsp; 4422379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/31/24  | &nbsp;&nbsp; 9800000 | &nbsp;&nbsp; 9800383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/15/24  | 21500000 | 20049170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/30/24  | &nbsp;&nbsp; 7350000 | &nbsp;&nbsp; 6950774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 11/30/24  | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp; 3927752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/30/24  | 10000000 | 10032227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 12/15/24  | &nbsp;&nbsp; 9500000 | &nbsp;&nbsp; 8886582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/31/24  | &nbsp;&nbsp; 6600000 | &nbsp;&nbsp; 6267422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/31/24  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4795703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/25  | 11050000 | 10339520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/31/25  | &nbsp;&nbsp; 5250000 | &nbsp;&nbsp; 4937051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/31/25  | &nbsp;&nbsp; 5600000 | &nbsp;&nbsp; 5392188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/25  | 20000000 | 18825000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/25  | &nbsp;&nbsp; 4700000 | &nbsp;&nbsp; 4386789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/28/25  | &nbsp;&nbsp; 4600000 | &nbsp;&nbsp; 4451758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/25  | &nbsp;&nbsp; 8800000 | &nbsp;&nbsp; 8324250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 03/31/25  | &nbsp;&nbsp; 5988600 | &nbsp;&nbsp; 5502728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/31/25  | &nbsp;&nbsp; 2200000 | &nbsp;&nbsp; 2124461 |

---

**86** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/15/25  | &nbsp;&nbsp; 9200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8865781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 04/30/25  | &nbsp;&nbsp; 7400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6756547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/30/25  | &nbsp;&nbsp; 4200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4070227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/25  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7730000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 05/31/25  | &nbsp;&nbsp; 6050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5490139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/31/25  | 12400000 | &nbsp;&nbsp;&nbsp;&nbsp; 12013469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/25  | &nbsp;&nbsp; 7400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7172508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 06/30/25  | &nbsp;&nbsp; 6900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6256898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/30/25  | &nbsp;&nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/25  | &nbsp;&nbsp; 7300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7090980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/31/25  | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6774316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/31/25  | &nbsp;&nbsp; 2705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2620152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/25  | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8035820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/25  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5845547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 08/31/25  | &nbsp;&nbsp; 7400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6660289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/31/25  | &nbsp;&nbsp; 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2652246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/25  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1968359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 09/30/25  | &nbsp;&nbsp; 9400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8458898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/30/25  | &nbsp;&nbsp; 2400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2330156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/25  | 22500000 | &nbsp;&nbsp;&nbsp;&nbsp; 22589649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 10/31/25  | &nbsp;&nbsp; 8565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7678389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/31/25  | &nbsp;&nbsp; 3100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3007848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/25  | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10114844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 11/30/25  | &nbsp;&nbsp; 8341600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7478114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/30/25  | 10600000 | &nbsp;&nbsp;&nbsp;&nbsp; 10246805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/31/25  | &nbsp;&nbsp; 4200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4028062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/31/26  | 19473000 | &nbsp;&nbsp;&nbsp;&nbsp; 18659850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/28/26  | 20800000 | &nbsp;&nbsp;&nbsp;&nbsp; 19829062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/31/26  | 24550000 | &nbsp;&nbsp;&nbsp;&nbsp; 22085410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/31/26  | 20200000 | &nbsp;&nbsp;&nbsp;&nbsp; 19105570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/30/26  | &nbsp;&nbsp; 4300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4076937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 05/31/26  | 20100000 | &nbsp;&nbsp;&nbsp;&nbsp; 18875156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 06/30/26  | 20350000 | &nbsp;&nbsp;&nbsp;&nbsp; 18934244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/31/26  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/31/26  | 19650000 | &nbsp;&nbsp;&nbsp;&nbsp; 18250705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/31/26  | 19200000 | &nbsp;&nbsp;&nbsp;&nbsp; 17475000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/30/26  | 11700000 | &nbsp;&nbsp;&nbsp;&nbsp; 10424883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/30/26  | &nbsp;&nbsp; 3900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3581297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/31/26  | 13000000 | &nbsp;&nbsp;&nbsp;&nbsp; 11912773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/30/26  | 14800000 | &nbsp;&nbsp;&nbsp;&nbsp; 13543734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/31/26  | 16500000 | &nbsp;&nbsp;&nbsp;&nbsp; 15166465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/27  | 18600000 | &nbsp;&nbsp;&nbsp;&nbsp; 17404805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/27  | &nbsp;&nbsp; 2900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2589156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 03/31/27  | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4789727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/31/27  | 20500000 | &nbsp;&nbsp;&nbsp;&nbsp; 19369297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/30/27  | &nbsp;&nbsp; 6850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5924982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/27  | 10300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9830867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/27  | 11750000 | &nbsp;&nbsp;&nbsp;&nbsp; 11025723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/31/27  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5171250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 05/31/27  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8545781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/30/27  | &nbsp;&nbsp; 7400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6364000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/27  | 10200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9939023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/31/27  | &nbsp;&nbsp; 8300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7081586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/31/27  | &nbsp;&nbsp; 8550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8149887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/27  | &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6987012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/31/27  | &nbsp;&nbsp; 7400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6331047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/27  | &nbsp;&nbsp; 8300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8050027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/30/27  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7636992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/30/27  | &nbsp;&nbsp; 7900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7999984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/31/27  | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7664414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/27  | 21100000 | &nbsp;&nbsp;&nbsp;&nbsp; 21379410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/27  | 10300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9562906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 11/30/27  | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8549219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/27  | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 15061523 |
| **Total Treasuries**<br> **(Cost $1,112,226,604)** | **Total Treasuries**<br> **(Cost $1,112,226,604)** | **1074608174** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GOVERNMENT RELATED** 8.7% OF NET ASSETS | **GOVERNMENT RELATED** 8.7% OF NET ASSETS | **GOVERNMENT RELATED** 8.7% OF NET ASSETS |
| **Agency 4.5%** | **Agency 4.5%** | **Agency 4.5%** |
| **Foreign 1.8%**  | **Foreign 1.8%**  | **Foreign 1.8%**  |
| ***Austria 0.1%***  | ***Austria 0.1%***  | ***Austria 0.1%***  |
| **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/07/23  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 542020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/12/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 188314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/17/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 449440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/02/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 444525 |
|  |  | **1624299** |
| ***Canada 0.1%***  | ***Canada 0.1%***  | ***Canada 0.1%***  |
| **Export Development Canada** | **Export Development Canada** | **Export Development Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/21/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 243800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/25/27  | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 623480 |
|  |  | **867280** |
| ***Germany 0.8%***  | ***Germany 0.8%***  | ***Germany 0.8%***  |
| **FMS Wertmanagement** | **FMS Wertmanagement** | **FMS Wertmanagement** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/30/24 *(h)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 244553 |
| **Kreditanstalt Fuer Wiederaufbau** | **Kreditanstalt Fuer Wiederaufbau** | **Kreditanstalt Fuer Wiederaufbau** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/28/24 *(h)* | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; 927646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 03/08/24 *(h)* | 1100000 | &nbsp;&nbsp; 1041733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/10/24 *(h)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 335731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/05/24 *(h)* | &nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 807202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/20/24 *(h)* | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 326113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/20/24 *(h)* | 1850000 | &nbsp;&nbsp; 1781531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/31/25 *(h)* | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 703267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/18/25 *(h)* | 2250000 | &nbsp;&nbsp; 2037465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/22/26 *(h)* | 1600000 | &nbsp;&nbsp; 1435040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/01/26 *(h)* | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 891420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 *(h)* | 1150000 | &nbsp;&nbsp; 1106254 |
| **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/14/23 *(h)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/13/25 *(h)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 238518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/27/25 *(h)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 456190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/10/25 *(h)* | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 429984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 03/30/26 *(h)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 448915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/27/26 *(h)* | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 367236 |
|  |  | **13775894** |
| ***Japan 0.3%***  | ***Japan 0.3%***  | ***Japan 0.3%***  |
| **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/23/24  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 435541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/29/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/17/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/10/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/28/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 951620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 225945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/21/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 236930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/20/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 466150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/21/26  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 318927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/04/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 458900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/27  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 375924 |
| **Japan International Cooperation Agency** | **Japan International Cooperation Agency** | **Japan International Cooperation Agency** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/20/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 182974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/27/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 186898 |
|  |  | **4413721** |

---

**87**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Norway 0.1%***  | ***Norway 0.1%***  | ***Norway 0.1%***  |
| **Equinor A.S.A.** | **Equinor A.S.A.** | **Equinor A.S.A.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/24  | &nbsp;&nbsp;&nbsp; 193000 | &nbsp;&nbsp;&nbsp;&nbsp; 188650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/06/25 *(a)* | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 288768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/22/26 *(a)* | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 229805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 *(a)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187996 |
|  |  | **1191170** |
| ***Republic of Korea 0.3%***  | ***Republic of Korea 0.3%***  | ***Republic of Korea 0.3%***  |
| **Export-Import Bank of Korea** | **Export-Import Bank of Korea** | **Export-Import Bank of Korea** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/25/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 06/29/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 187008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/21/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 191454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/21/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 444450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 475860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 02/09/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 176786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 05/26/26  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 375036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 12/29/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 174306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/18/27  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 220905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/21/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 181284 |
| **The Korea Development Bank** | **The Korea Development Bank** | **The Korea Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/22/24  | &nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 889065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.40%, 03/09/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.40%, 06/19/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 467025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/24/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 234327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/16/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 239105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 07/19/26  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 174888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 04/25/27  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 347684 |
|  |  | **5160781** |
| ***Sweden 0.1%***  | ***Sweden 0.1%***  | ***Sweden 0.1%***  |
| **Svensk Exportkredit AB** | **Svensk Exportkredit AB** | **Svensk Exportkredit AB** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/10/23  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 239925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/12/23  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 290682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 03/11/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 283911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/30/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 279840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 10/07/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 279051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/14/25  | &nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp;&nbsp; 205506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/26/25  | &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 315263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/22/27  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 231695 |
|  |  | **2125873** |
|  |  | **29159018** |
| **U.S. 2.7%** | **U.S. 2.7%** | **U.S. 2.7%** |
| **Fannie Mae** | **Fannie Mae** | **Fannie Mae** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/02/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 479100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/07/25  | 1500000 | &nbsp;&nbsp; 1416735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/22/25  | 2500000 | &nbsp;&nbsp; 2289525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/17/25  | 1500000 | &nbsp;&nbsp; 1367505 |
| **Federal Farm Credit Banks Funding Corp.** | **Federal Farm Credit Banks Funding Corp.** | **Federal Farm Credit Banks Funding Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/26/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 379356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.30%, 03/18/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 944870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/26/24  | 1250000 | &nbsp;&nbsp; 1226312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/18/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 932310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/18/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 999920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/06/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 933770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/14/25  | 2000000 | &nbsp;&nbsp; 1887020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 04/01/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 958790 |
| **Federal Home Loan Bank** | **Federal Home Loan Bank** | **Federal Home Loan Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/24  | 1800000 | &nbsp;&nbsp; 1757358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/28/24  | 1500000 | &nbsp;&nbsp; 1455270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/08/24  | 1000000 | &nbsp;&nbsp; 1000410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/08/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 976790 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/15/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/03/24  | 2000000 | &nbsp;&nbsp; 1999860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 12/20/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 932560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/14/25  | 3000000 | &nbsp;&nbsp; 2749050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/13/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 454450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/04/25  | 2000000 | &nbsp;&nbsp; 1806560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/21/26  | 3000000 | &nbsp;&nbsp; 2691420 |
| **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 12/04/23  | 3000000 | &nbsp;&nbsp; 2868720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/23/25  | 2000000 | &nbsp;&nbsp; 1800120 |
| **Federal National Mortgage Association** | **Federal National Mortgage Association** | **Federal National Mortgage Association** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/15/24  | 2700000 | &nbsp;&nbsp; 2564892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 08/25/25  | 2000000 | &nbsp;&nbsp; 1806860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/07/25  | 3000000 | &nbsp;&nbsp; 2699730 |
| **Freddie Mac** | **Freddie Mac** | **Freddie Mac** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/12/25  | 2700000 | &nbsp;&nbsp; 2540160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/21/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 906320 |
|  |  | **45016183** |
|  |  | **74175201** |
| **Local Authority 0.6%** | **Local Authority 0.6%** | **Local Authority 0.6%** |
| **Foreign 0.6%**  | **Foreign 0.6%**  | **Foreign 0.6%**  |
| ***Canada 0.6%***  | ***Canada 0.6%***  | ***Canada 0.6%***  |
| **Hydro-Quebec** | **Hydro-Quebec** | **Hydro-Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.05%, 07/07/24  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 315786 |
| **Province of Alberta** | **Province of Alberta** | **Province of Alberta** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/23/24  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 441306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/13/24  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 522626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/20/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 461105 |
| **Province of British Columbia** | **Province of British Columbia** | **Province of British Columbia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/27/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 237903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/02/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 280461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 07/20/26  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 399645 |
| **Province of Manitoba** | **Province of Manitoba** | **Province of Manitoba** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/16/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 243230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/14/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/22/26  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92348 |
| **Province of Ontario** | **Province of Ontario** | **Province of Ontario** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/29/24  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 539990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/16/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/21/26  | &nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 712848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 04/14/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 448830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/27/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 235108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/15/26  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 372812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/19/27 *(c)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 478080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 05/21/27 *(c)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 436590 |
| **Province of Quebec** | **Province of Quebec** | **Province of Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 02/09/24  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 102678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/09/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 242983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/16/24  | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 630506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/11/25  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 423409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 07/23/25  | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 590408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/20/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 472055 |
| **Province of Saskatchewan Canada** | **Province of Saskatchewan Canada** | **Province of Saskatchewan Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/08/27  | &nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp;&nbsp; 216551 |
|  |  | **9288700** |
| **U.S. 0.0%** | **U.S. 0.0%** | **U.S. 0.0%** |
| **Illinois** | **Illinois** | **Illinois** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/23  | &nbsp;&nbsp;&nbsp;&nbsp; 34091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34033 |
| **Port Authority of New York & New Jersey** | **Port Authority of New York & New Jersey** | **Port Authority of New York & New Jersey** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 07/01/23  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 293297 |

---

**88** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **State Board of Administration Finance Corp.** | **State Board of Administration Finance Corp.** | **State Board of Administration Finance Corp.** |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.26%, 07/01/25  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 315123 |
| **University of California** | **University of California** | **University of California** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/15/25 *(a)* | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 225707 |
|  |  | **868160** |
|  |  | **10156860** |
| **Sovereign 0.6%** | **Sovereign 0.6%** | **Sovereign 0.6%** |
| ***Canada 0.1%***  | ***Canada 0.1%***  | ***Canada 0.1%***  |
| **Canada Government International Bond** | **Canada Government International Bond** | **Canada Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/22/25  | 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 568668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/28/25 *(c)* | 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 726900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 05/19/26  | 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 759203 |
|  |  | **2054771** |
| ***Chile 0.0%***  | ***Chile 0.0%***  | ***Chile 0.0%***  |
| **Chile Government International Bond** | **Chile Government International Bond** | **Chile Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/21/26  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 238953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/31/27 *(a)* | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 372012 |
|  |  | **610965** |
| ***Hungary 0.0%***  | ***Hungary 0.0%***  | ***Hungary 0.0%***  |
| **Hungary Government International Bond** | **Hungary Government International Bond** | **Hungary Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/22/23  | 210000 | &nbsp;&nbsp;&nbsp;&nbsp; 210909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/25/24  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 401424 |
|  |  | **612333** |
| ***Italy 0.1%***  | ***Italy 0.1%***  | ***Italy 0.1%***  |
| **Republic of Italy Government International Bond** | **Republic of Italy Government International Bond** | **Republic of Italy Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/06/24  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 233188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/17/24  | 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 517440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/17/26  | 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 653167 |
|  |  | **1403795** |
| ***Mexico 0.1%***  | ***Mexico 0.1%***  | ***Mexico 0.1%***  |
| **Mexico Government International Bond** | **Mexico Government International Bond** | **Mexico Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/27/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/21/26  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 489470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/28/27  | 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 689703 |
|  |  | **1377511** |
| ***Panama 0.1%***  | ***Panama 0.1%***  | ***Panama 0.1%***  |
| **Panama Government International Bond** | **Panama Government International Bond** | **Panama Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/22/24 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/16/25 *(a)* | 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 01/29/26  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 374084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 09/30/27  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 292315 |
|  |  | **1059197** |
| ***Peru 0.0%***  | ***Peru 0.0%***  | ***Peru 0.0%***  |
| **Peruvian Government International Bond** | **Peruvian Government International Bond** | **Peruvian Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 07/21/25  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 370993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 01/23/26 *(a)* | 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 279489 |
|  |  | **650482** |
| ***Philippines 0.1%***  | ***Philippines 0.1%***  | ***Philippines 0.1%***  |
| **Philippine Government International Bond** | **Philippine Government International Bond** | **Philippine Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/21/24  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 347917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.63%, 03/16/25  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 565460 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/30/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 308217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 03/29/27  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189816 |
|  |  | **1411410** |
| ***Poland 0.1%***  | ***Poland 0.1%***  | ***Poland 0.1%***  |
| **Republic of Poland Government International Bond** | **Republic of Poland Government International Bond** | **Republic of Poland Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/22/24  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 594624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/06/26  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 288303 |
|  |  | **882927** |
| ***Republic of Korea 0.0%***  | ***Republic of Korea 0.0%***  | ***Republic of Korea 0.0%***  |
| **Korea International Bond** | **Korea International Bond** | **Korea International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/19/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192214 |
| ***Uruguay 0.0%***  | ***Uruguay 0.0%***  | ***Uruguay 0.0%***  |
| **Uruguay Government International Bond** | **Uruguay Government International Bond** | **Uruguay Government International Bond** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/14/24 *(c)* | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 200366 |
|  |  | **10455971** |
| **Supranational\* 3.0%** | **Supranational\* 3.0%** | **Supranational\* 3.0%** |
| **African Development Bank** | **African Development Bank** | **African Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 03/23/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 448545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 07/22/26  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 666322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/03/27  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 507125 |
| **Arab Petroleum Investments Corp.** | **Arab Petroleum Investments Corp.** | **Arab Petroleum Investments Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.48%, 10/06/26 *(d)* | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 446930 |
| **Asian Development Bank** | **Asian Development Bank** | **Asian Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/30/24  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 586650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 06/11/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 939140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 10/08/24  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 466185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/18/24  | &nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; 852426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/22/25  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 429052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/29/25  | 1250000 | &nbsp;&nbsp; 1147875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/03/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 901330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/04/26  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 891320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 04/14/26  | 1250000 | &nbsp;&nbsp; 1126500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/24/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 465925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/14/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 229950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/20/27  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 679252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/20/27  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 963760 |
| **Corp. Andina de Fomento** | **Corp. Andina de Fomento** | **Corp. Andina de Fomento** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/23/23  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 147803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/26/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 231930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/23/25  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 182274 |
| **Council of Europe Development Bank** | **Council of Europe Development Bank** | **Council of Europe Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/27/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 390076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 02/27/25  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 140960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/22/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 221308 |
| **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 09/27/24  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 142616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/13/25  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp; 141425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/19/25  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 547986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 11/25/25  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; 269232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/28/26  | &nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; 758225 |
| **European Investment Bank** | **European Investment Bank** | **European Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/29/24  | 1400000 | &nbsp;&nbsp; 1379084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/15/24  | &nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 683550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/24/24  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 967330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/15/24  | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/10/25  | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; 903108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/14/25  | 1150000 | &nbsp;&nbsp; 1085174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/25/25  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 684000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 12/15/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 893450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 03/26/26  | 1500000 | &nbsp;&nbsp; 1327365 |

---

**89**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/27  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/24/27  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703500 |
| **Inter-American Development Bank** | **Inter-American Development Bank** | **Inter-American Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 11/15/23  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/16/24  | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1076702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/21/24  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/23/24  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 01/15/25  | &nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/14/25  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/03/25  | &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/25  | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1002870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/20/26  | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1032447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/02/26  | &nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/23/26  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/27  | &nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/07/27  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560058 |
| **Inter-American Investment Corp.** | **Inter-American Investment Corp.** | **Inter-American Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/22/25  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240323 |
| **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 11/24/23  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/19/24  | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp; 1022574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/28/24  | &nbsp;&nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/25/24  | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1156344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/15/25  | &nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/03/25  | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/11/25  | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/22/25  | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp; 1563150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/28/25  | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/29/25  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 957840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/28/25  | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1350810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 07/15/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/27/26  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/27  | &nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 869904 |
| **International Finance Corp.** | **International Finance Corp.** | **International Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/16/24  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/16/25  | &nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/07/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/26  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529542 |
| **Nordic Investment Bank** | **Nordic Investment Bank** | **Nordic Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/21/24  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/04/25  | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/11/25  | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/21/26  | &nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223113 |
| **The Asian Infrastructure Investment Bank** | **The Asian Infrastructure Investment Bank** | **The Asian Infrastructure Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/16/24  | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 579654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/30/24  | &nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/28/25  | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/27/26  | &nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 753006 |
|  |  | **49651209** |
| **Total Government Related**<br> **(Cost $154,765,552)** | **Total Government Related**<br> **(Cost $154,765,552)** | **144439241** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **SHORT-TERM INVESTMENTS** 0.3% OF NET ASSETS | **SHORT-TERM INVESTMENTS** 0.3% OF NET ASSETS | **SHORT-TERM INVESTMENTS** 0.3% OF NET ASSETS |
| **Money Market Funds 0.3%** | **Money Market Funds 0.3%** | **Money Market Funds 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.66% *(i)*<br>| 4362359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4362359 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.66% *(i)(j)*<br>| 1606545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1606545 |
|  |  | **5968904** |
| **Total Short-Term Investments**<br> **(Cost $5,968,904)** | **Total Short-Term Investments**<br> **(Cost $5,968,904)** | **5968904** |
| **Total Investments in Securities**<br> **(Cost $1,745,325,741)** | **Total Investments in Securities**<br> **(Cost $1,745,325,741)** | **1664074683** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Supranational bonds represent the debt of international organizations or institutions such as the World Bank, the International Monetary Fund, regional multilateral development banks and others. 

*(a)* The effective maturity may be shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or as the result of embedded demand features (puts or calls). 

*(b)* Security is in a fixed-rate coupon period. Based on index eligibility requirements and the fund's investment objective this security will be removed from the index prior to converting to a floating rate security. 

*(c)* All or a portion of this security is on loan. Securities on loan were valued at $1,574,351. 

*(d)* Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $6,007,817 or 0.4% of net assets. 

*(e)* Issuer is affiliated with the fund's investment adviser.

*(f)* Interest rate is subject to adjustments from time to time if a nationally recognized statistical rating organization downgrades (or subsequently upgrades) the debt rating assigned to the bond. 

*(g)* Step up bond that pays an initial coupon rate for a set period and increased coupon rates at one or more preset intervals. Rate shown is as of period end. 

*(h)* Guaranteed by the Republic of Germany.

*(i)* The rate shown is the annualized 7-day yield.

*(j)* Security purchased with cash collateral received for securities on loan.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

REIT — Real Estate Investment Trust

**90** 

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Below is a summary of the fund's transactions with affiliated issuers during the period ended November 30, 2022:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SECURITY<br> RATE, MATURITY DATE<br>| VALUE AT<br> 8/31/22<br>| PURCHASES | SALES | REALIZED<br> GAINS (LOSSES)<br>| NET CHANGE IN<br> UNREALIZED<br> APPRECIATION<br> (DEPRECIATION)<br>| ACCRETION OF<br> DISCOUNTS<br> (AMORTIZATION<br> OF PREMIUMS)<br>| VALUE AT<br> 11/30/22<br>| FACE AMOUNT<br> AT 11/30/22<br>| INTEREST<br> INCOME EARNED<br>|
| **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS |
| **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** |
| **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** |
| The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. | The Charles Schwab Corp. |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 02/01/24 | &nbsp;&nbsp;&nbsp;&nbsp; $99826 | $— | &nbsp;&nbsp; ($98220) | &nbsp;&nbsp; ($4660) | $3469 | &nbsp;&nbsp;&nbsp; ($415) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/18/24 | &nbsp;&nbsp;&nbsp;&nbsp; 287241 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47402) | &nbsp;&nbsp;&nbsp;&nbsp; (2800) | &nbsp;&nbsp;&nbsp;&nbsp; 742 | &nbsp;&nbsp;&nbsp;&nbsp; (191) | &nbsp;&nbsp;&nbsp;&nbsp; 237590 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49968 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (201) | &nbsp;&nbsp;&nbsp;&nbsp; (326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49441 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48960 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (470) | &nbsp;&nbsp;&nbsp;&nbsp; (291) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48199 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100495 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (438) | &nbsp;&nbsp;&nbsp;&nbsp; (332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99725 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49456 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (303) | &nbsp;&nbsp;&nbsp;&nbsp; (297) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48856 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 150279 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48954) | &nbsp;&nbsp;&nbsp;&nbsp; (4422) | &nbsp;&nbsp; 2605 | &nbsp;&nbsp; (1037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98471 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49390 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (365) | &nbsp;&nbsp;&nbsp;&nbsp; (288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48737 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225080 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44252) | &nbsp;&nbsp;&nbsp;&nbsp; (5429) | &nbsp;&nbsp; 2922 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp;&nbsp;&nbsp; 178438 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 180542 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44205) | &nbsp;&nbsp;&nbsp;&nbsp; (5869) | &nbsp;&nbsp; 3558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17) | &nbsp;&nbsp;&nbsp;&nbsp; 134009 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96891 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | (2305) | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94686 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | &nbsp;&nbsp;&nbsp;&nbsp; 280056 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45690) | &nbsp;&nbsp;&nbsp;&nbsp; (2210) | (2487) | &nbsp;&nbsp;&nbsp;&nbsp; 781 | &nbsp;&nbsp;&nbsp;&nbsp; 230450 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp;&nbsp; 145666 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47277) | &nbsp;&nbsp;&nbsp;&nbsp; (2331) | &nbsp;&nbsp;&nbsp; (705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95412 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1191 |
| **Total** | **$1763850** | **$—** | **($376000)** | **($27721)** | **$6022** | **($2137)** | **$1364014** |  | **$10226** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

The following is a summary of the inputs used to value the fund's investments as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| DESCRIPTION | QUOTED PRICES IN<br> ACTIVE MARKETS FOR<br> IDENTICAL ASSETS<br> (LEVEL 1)<br>| &nbsp;&nbsp; OTHER SIGNIFICANT<br> OBSERVABLE INPUTS<br> (LEVEL 2)<br>| &nbsp;&nbsp; SIGNIFICANT<br> UNOBSERVABLE INPUTS<br> (LEVEL 3)<br>| TOTAL |
| **Assets** |  |  |  |  |
| Corporates<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $439058364 | $— | &nbsp;&nbsp;&nbsp; $439058364 |
| Treasuries<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1074608174 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1074608174 |
| Government Related<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 144439241 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 144439241 |
| Short-Term Investments<sup>1</sup> <br>| &nbsp;&nbsp; 5968904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5968904 |
| **Total** | **$5968904** | **$1658105779** | **$—** | **$1664074683** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>1</sup> As categorized in the Portfolio Holdings.

Fund investments in mutual funds are classified as Level 1, without consideration to the classification level of the underlying securities held by the mutual funds, which could be Level 1, Level 2 or Level 3.

**91**

------

Schwab Taxable Bond Funds

**Notes to Portfolio Holdings (Unaudited)** 

------

Pursuant to Rule 2a-5 under the 1940 Act, the Board of Trustees (the Board) has designated authority to a Valuation Designee, the funds' investment adviser, to make fair valuation determinations under adopted procedures, subject to Board oversight. The investment adviser has formed a Pricing Committee to administer the pricing and valuation of portfolio securities and other assets and liabilities and to ensure that prices used for internal purposes or provided by third parties reasonably reflect fair value. The Valuation Designee may utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.

Securities held in the funds' portfolio are valued every business day. The following valuation policies and procedures are used by the Valuation Designee to value various types of securities:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• **Bonds and notes:** Fixed income investments are generally valued using an evaluated price at the mid-point of the bid/ask spread provided by an approved, independent pricing service (mid-price). To determine the evaluated mid-price, a pricing service may use a variety of techniques and inputs. Techniques may include, but are not limited to, spread models that calculate an investment-specific price relative to a benchmark or yield curve models that establish a price based on yields of comparable bonds along a range of maturities. Inputs differ by valuation approach and technique, as appropriate, and examples of inputs may include, but are not limited to, interest rates, market conditions, comparable bonds, market trades, projected cash flows, credit reviews and issuer news.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• **Short-term securities (60 days or less to maturity):** Securities with remaining maturities of 60 days or less are generally valued at an evaluated price; however, such securities may be valued at their amortized cost if it approximates the security's market value.

• **Mutual funds:** Mutual funds are valued at their respective net asset values (NAVs).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• **Securities for which no quoted value is available:** The Valuation Designee has adopted procedures to fair value a fund's securities when market prices are not "readily available" or are unreliable. For example, a security may be fair valued when it is de-listed or its trading is halted or suspended; when a security's primary pricing source is unable or unwilling to provide a price; or when a security's primary trading market is closed during regular market hours. Fair value determinations are made in good faith in accordance with adopted valuation procedures. The Valuation Designee considers a number of factors, including unobservable market inputs, when arriving at fair value. The Valuation Designee may employ methods such as the review of related or comparable assets or liabilities, related market activities, recent transactions, market multiples, book values, transactional back-testing, disposition analysis and other relevant information. Due to the subjective and variable nature of fair value pricing, there can be no assurance that a fund could obtain the fair value assigned to the security upon the sale of such security.

In accordance with the authoritative guidance on fair value measurements and disclosures under generally accepted accounting principles in the United States of America (GAAP), the funds disclose the fair value of their investments in a hierarchy that prioritizes the significant inputs to valuation methods used to measure the fair value. The hierarchy gives the highest priority to valuations based upon unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to valuations based upon unobservable inputs that are significant to the valuation (Level 3 measurements). If inputs used to measure the financial instruments fall within different levels of the hierarchy, the categorization is based on the lowest level input that is significant to the valuation. If it is determined that either the volume and/or level of activity for an asset or liability has significantly decreased (from normal conditions for that asset or liability) or price quotations or observable inputs are not associated with orderly transactions, increased analysis and the Valuation Designee's judgment will be required to estimate fair value.

The three levels of the fair value hierarchy are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical investments — Investments whose values are based on quoted market prices in active markets, and whose values are therefore classified as Level 1 prices, include active listed equities, mutual funds and futures contracts. Investments in mutual funds are valued daily at their NAVs. Mutual funds are classified as Level 1 prices, without consideration to the classification level of the underlying securities held by an underlying fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) — Investments that trade in markets that are not considered to be active, but whose values are based on quoted market prices, dealer quotations or valuations provided by alternative pricing sources supported by observable inputs are classified as Level 2 prices. These generally include U.S. government and sovereign obligations, most government agency securities, investment-grade corporate bonds, certain mortgage products, less liquid listed equities, and state, municipal and provincial obligations.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — significant unobservable inputs (including the Valuation Designee's assumptions in determining the fair value of investments) — Investments whose values are classified as Level 3 prices have significant unobservable inputs, as they may trade infrequently or not at all. When observable prices are not readily available for these securities, one or more valuation methods are used for which sufficient and reliable data is available. The inputs used in estimating the value of Level 3 prices may include the original transaction price, quoted prices for similar securities or assets in active markets, completed or pending

**92** 

------

Schwab Taxable Bond Funds

**Notes to Portfolio Holdings (Unaudited) (continued)**

------

third-party transactions in the underlying investment or comparable issuers, and changes in financial ratios or cash flows. Level 3 prices may also be adjusted to reflect illiquidity and/or non-transferability, with the amount of such discount estimated in the absence of market information. Assumptions used due to the lack of observable inputs may significantly impact the resulting fair value and therefore a fund`s results of operations.

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

REG89450NOV22

**93**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SCHWAB INVESTMENTS

- **b. Investment Company Act file number:** 811-06200

- **c. CIK number of Registrant:** 0000869365

- **d. LEI of Registrant:** 549300V41RCJNTEW5K68

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

  - **Street Address 1:** 211 MAIN STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-648-5300

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

- **a. Name of Series:** Schwab U.S. Aggregate Bond Index Fund

- **b. EDGAR series identifier (if any):** S000056207

- **c. LEI of Series:** 549300TE25ZKVNXKCS55

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4271250748.92

**Total Liabilities:** $99360993.01

**Net Assets:** $4171889755.91

**Delayed Delivery Securities:** $88836366.75

**Cash Not Reported:** $19999.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 52648.35000000 | **1-Year:** 54430.08000000 | **5-Year:** 187983.02000000 | **10-Year:** 371919.78000000 | **30-Year:** 937679.96000000

**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 C000176960 | -4.38%               | -1.26%               | 3.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20467982.33            | $-177354978.25                             |
| Month 2  | $-10901787.61            | $-25626761.97                              |
| Month 3  | $-38007008.47            | $152133244.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $167176.00    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4911920 | PA      | $3819934.21   | 0.09%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97224.00     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AFW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1300000 | PA      | $1269203.00   | 0.03%             | 2024-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351407 | PA      | $307979.34    | 0.01%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $95263.00     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86130.00     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180319 | PA      | $171295.45    | 0.00%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EE3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    359000 | PA      | $354415.57    | 0.01%             | 2023-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6031398 | PA      | $5162582.63   | 0.12%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383992.00    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90905.00     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35095.20     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3731640.63   | 0.09%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $182218.00    | 0.00%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167100.00    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $92889.00     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128K0SW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38650 | PA      | $40148.57     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40634 | PA      | $40304.09     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                     | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1223797.52   | 0.03%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271344 | PA      | $251106.50    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191369 | PA      | $180718.90    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285228 | PA      | $269914.85    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196894.00    | 0.00%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154880.00    | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111930.00    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171276.00    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146584.00    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833907 | PA      | $748620.69    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156323 | PA      | $151795.79    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $63730.00     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188666.00    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243192 | PA      | $220261.63    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    772898 | PA      | $722532.99    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150850.00    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $38484.50     | 0.00%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317649 | PA      | $271702.70    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5090000 | PA      | $4699597.51   | 0.11%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84721.00     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $445746.00    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93778.00     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174664.00    | 0.00%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365776.00    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87518.00     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142479.00    | 0.00%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    300000 | PA      | $241146.00    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194302.50    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $218187.50    | 0.01%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216357.50    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200688 | PA      | $187431.87    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $188758.70    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189930.00    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212955.00    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96334.00     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144985.50    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181821.90    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $82861.00     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122850.00    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173178.00    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139012.50    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193780.00    | 0.00%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $277216.00    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $151066.00    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $4791062.53   | 0.11%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195378.00    | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223625.00    | 0.01%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104268.00    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103143.00    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9424500 | PA      | $8700727.90   | 0.21%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172740.00    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1053102 | PA      | $958524.79    | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $552000.00    | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446205.00    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727980.00    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78416.00     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200139 | PA      | $186918.68    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94702.00     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D53R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    425229 | PA      | $394373.31    | 0.01%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952018 | PA      | $810146.13    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220128.00    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195494.00    | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146703.00    | 0.00%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141673.50    | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $191802.00    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88160.00     | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31239.00     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $437328.00    | 0.01%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223712.50    | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    428038 | PA      | $400766.61    | 0.01%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186060.00    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $466150.00    | 0.01%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    100000 | PA      | $74711.00     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $143808.00    | 0.00%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103416.00    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38023 | PA      | $38661.33     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $32429.50     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust 2015-C33                             | CUSIP: 46645JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659208 | PA      | $621987.84    | 0.01%             | 2048-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113027.00    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8442600 | PA      | $7900097.01   | 0.19%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89102.00     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $419854.50    | 0.01%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120750 | PA      | $116888.97    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $153244.00    | 0.00%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94906.00     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35991.00     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188958.00    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119857.50    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371204 | PA      | $339063.19    | 0.01%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90733.00     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95182.00     | 0.00%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73505.00     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170016.00    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323314 | PA      | $318353.73    | 0.01%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46618.50     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235330.00    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3243468.94   | 0.08%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238637.50    | 0.01%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195420 | PA      | $193205.15    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $193770.80    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5SL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661124 | PA      | $622748.51    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $140301.00    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48104.50     | 0.00%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HHTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401893 | PA      | $386530.26    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376620.00    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $96739.00     | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92725.00     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96451.00     | 0.00%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C6                                            | UBS Commercial Mortgage Trust 2017-C6                                           | CUSIP: 90276UAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $554561.84    | 0.01%             | 2050-12-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660926.00    | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30300000 | PA      | $16913554.84  | 0.41%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $208642.50    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231135.00    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158031.00    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | Federal Realty Investment Trust                                                 | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $87022.00     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372556.00    | 0.01%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116858 | PA      | $112390.72    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $199370.00    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140631.00    | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8F40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196228 | PA      | $185129.85    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BFXT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $384968.60    | 0.01%             | 2024-12-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $497836.00    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188580.00    | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410637 | PA      | $390660.06    | 0.01%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631855 | PA      | $515827.02    | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238764.00    | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $8906519.56   | 0.21%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44605.00     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    412273 | PA      | $378483.06    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223597 | PA      | $207014.30    | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101844.00    | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238410.00    | 0.01%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82908.00     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234252.00    | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $125553.00    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65057.00     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9QZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224946 | PA      | $237374.22    | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229432.50    | 0.01%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418MT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338953 | PA      | $346224.45    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100816 | PA      | $92086.31     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190422.00    | 0.00%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112501.25    | 0.00%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3388200 | PA      | $2791559.16   | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $158884.50    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1045471 | PA      | $947628.92    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130765.50    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $287931.00    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75785.00     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    150000 | PA      | $113725.50    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476100.00    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158688.00    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $282399.00    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690529 | PA      | $616034.91    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150595.50    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79861.00     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282065.00    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $142896.00    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143230.50    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92708.00     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $221010.00    | 0.01%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80158.00     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                               | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128538.80    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4255875.02   | 0.10%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75884.00     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    450000 | PA      | $445968.00    | 0.01%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92935.00     | 0.00%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212593.50    | 0.01%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101480.00    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140683.50    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8650000 | PA      | $8092142.56   | 0.19%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193608.00    | 0.00%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15075000 | PA      | $12097687.50  | 0.29%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $190622.00    | 0.00%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326508.00    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70934.00     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EERL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834578 | PA      | $810237.89    | 0.02%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67429.00     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186826.00    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147541.50    | 0.00%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90678.00     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $207882.50    | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109894.50    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $244470.00    | 0.01%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $273992.50    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607321.00    | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1197595 | PA      | $1164007.37   | 0.03%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158899 | PA      | $150745.41    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230430.00    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380740.00    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74435.00     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $498006.00    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122508.00    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94247.00     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83783.00     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96115 | PA      | $90667.86     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212540.00    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $424008.00    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $435008.00    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBE8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73014.40     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131812.50    | 0.00%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155722.50    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89852.00     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113686 | PA      | $110050.74    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    928396 | PA      | $833388.04    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80687.00     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199608.00    | 0.00%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $83116.00     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94451 | PA      | $91760.38     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46341.50     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $73444.00     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236470.00    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164660 | PA      | $163260.50    | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178EDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205502 | PA      | $188812.48    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351533 | PA      | $345676.09    | 0.01%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263907.00    | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $278691.00    | 0.01%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $159348.00    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630390 | PA      | $567359.34    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246205.00    | 0.01%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167644.00    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220957.50    | 0.01%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332764.00    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148744.50    | 0.00%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190821.15    | 0.00%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64228.00     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $183788.00    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86369.00     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $234735.00    | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82572 | PA      | $85848.19     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145296.00    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161880.00    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469395.00    | 0.01%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240550 | PA      | $222437.06    | 0.01%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $187514.00    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140252 | PA      | $137628.01    | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $426438.00    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RZW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87665 | PA      | $90132.80     | 0.00%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236460.00    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95432.00     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561091 | PA      | $490679.32    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95412.00     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384540.00    | 0.01%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38268.00     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188018 | PA      | $925170.87    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $130201.50    | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $182736.00    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Retail Properties of America Inc                                                 | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |    100000 | PA      | $89611.00     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $666992.00    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126048.00    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147366.00    | 0.00%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47503.50     | 0.00%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ATC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68971 | PA      | $66620.69     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $81890.00     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95950.00     | 0.00%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $231340.00    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147261.00    | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133336.50    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62744.25     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72221.00     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246931.20    | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $564275.00    | 0.01%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699114 | PA      | $672439.91    | 0.02%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $189288.00    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131863.50    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130477.50    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3876875.00   | 0.09%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600033 | PA      | $548310.54    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237485.00    | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $187787.50    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349468.00    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148852 | PA      | $141259.85    | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156493 | PA      | $152707.29    | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    605000 | PA      | $658730.05    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84724.00     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3535889 | PA      | $3107601.18   | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127788.00    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150573.50    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142346.00    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88109.00     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98702.00     | 0.00%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118070.00    | 0.00%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221652 | PA      | $215127.88    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129471.00    | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3836508 | PA      | $3372994.59   | 0.08%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138271.50    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $900540.00    | 0.02%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $860000.00    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194768.00    | 0.00%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227842.50    | 0.01%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196882.00    | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38347 | PA      | $36241.69     | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8RR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145301 | PA      | $148687.55    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $95263.00     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220134 | PA      | $207495.31    | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159368.00    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67333.00     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2124460.93   | 0.05%             | 2025-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127677.00    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140845.50    | 0.00%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95486.00     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184458.00    | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312940NN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144770 | PA      | $148137.14    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152787.00    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199197.50    | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464595.00    | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101355.00    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226635 | PA      | $213479.64    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $404810.00    | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424876.50    | 0.01%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98137.00     | 0.00%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473958 | PA      | $408908.75    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72934.00     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222250.00    | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $170334.00    | 0.00%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86193.00     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419GCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28094 | PA      | $27429.56     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338380.00    | 0.01%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $417545.00    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226817.50    | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                                                           | Brookfield Finance LLC                                                          | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65665.00     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81667.00     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170592.00    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1495001 | PA      | $1348879.99   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39809.00     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339752.00    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58348 | PA      | $56359.70     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146205.00    | 0.00%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156423.00    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $735967.56    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5854787 | PA      | $4840522.66   | 0.12%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178064.00    | 0.00%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $579423.00    | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198132.00    | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146590 | PA      | $146756.86    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2180000 | PA      | $2567604.00   | 0.06%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149455 | PA      | $133520.01    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96203.00     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243425.00    | 0.01%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389056.00    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230580.00    | 0.01%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306683 | PA      | $289161.98    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148308.00    | 0.00%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210178 | PA      | $1059113.68   | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $65766.00     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175080.00    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116692.50    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288216.00    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245792.50    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214092.50    | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122418.00    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298659.00    | 0.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85532.00     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87656.00     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183442.00    | 0.00%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630077.50    | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130230 | PA      | $124735.26    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109819.50    | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246990.00    | 0.01%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190042.00    | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386212 | PA      | $389474.52    | 0.01%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198108.00    | 0.00%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122469.00    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144638.95    | 0.00%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97450.00     | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655166 | PA      | $585311.92    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $368284.00    | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177508.00    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73569.00     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15268 | PA      | $14840.08     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86588 | PA      | $72186.57     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAQ6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266304.00    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93205.00     | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130626.00    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $199716.00    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83934.00     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $411853.50    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84435 | PA      | $77528.52     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697042.50    | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130867.50    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403312.50    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91182.00     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $176362.00    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    450000 | PA      | $354087.00    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                                                 | BGC Partners Inc                                                                | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95739.00     | 0.00%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102367.00    | 0.00%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481880.00    | 0.01%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171361.80    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94460.00     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531542.00    | 0.01%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220985.00    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130302.00    | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149278.00    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416YLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473750 | PA      | $473833.05    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $456924.00    | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $124569.00    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $196058.00    | 0.00%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119233.50    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110564 | PA      | $99999.83     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    424000 | PA      | $418437.12    | 0.01%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147862.50    | 0.00%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8420117.24   | 0.20%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143776.50    | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN CA                                                              | Schlumberger Finance Canada Ltd                                                 | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $137698.50    | 0.00%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4DH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44692 | PA      | $43079.93     | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196250.00    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T3H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78200 | PA      | $75167.40     | 0.00%             | 2033-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $144787.50    | 0.00%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     50000 | PA      | $35841.00     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252180.00    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $334485.75    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58367.00     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94384.00     | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145024.50    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241335.00    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $291429.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418XEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91973 | PA      | $91988.63     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $149636.00    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77956.00     | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87904.00     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217741.00    | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1032761 | PA      | $887076.41    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JVNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291979 | PA      | $280774.94    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8800918 | PA      | $7259159.06   | 0.17%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907513 | PA      | $706273.31    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99357.00     | 0.00%             | 2023-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12846 | PA      | $12332.58     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $227802.50    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5658626 | PA      | $4663590.88   | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88041 | PA      | $76088.74     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120535.50    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130741.50    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    330000 | PA      | $366464.67    | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88178.00     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22750000 | PA      | $21086406.25  | 0.51%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148720.50    | 0.00%             | 2023-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429010.00    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109428.00    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y3U74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299341 | PA      | $287627.16    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336588.00    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86553.00     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $93390.00     | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $293600.00    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732069 | PA      | $1547394.49   | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85200.00     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1256245 | PA      | $1145366.85   | 0.03%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106446.00    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147630.00    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3110267 | PA      | $2751928.44   | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192272.50    | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306201.00    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988653 | PA      | $903929.17    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536575 | PA      | $541113.40    | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90400.00     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432180.00    | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93619.00     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $492645.00    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84376.00     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191058 | PA      | $179545.86    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141259.50    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GDF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52845 | PA      | $50320.06     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $237830.00    | 0.01%             | 2024-01-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255338 | PA      | $238856.11    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11200000 | PA      | $7819875.06   | 0.19%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195502.00    | 0.00%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $114507.00    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463000.00    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10418418.01  | 0.25%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $290564.00    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9WV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218044 | PA      | $211729.27    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42830.80     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145753.50    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XUTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116290 | PA      | $112758.61    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319970.00    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87508.00     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168114.00    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135798.00    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78346.00     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1107945 | PA      | $1051091.90   | 0.03%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210991 | PA      | $216964.17    | 0.01%             | 2045-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128955.00    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $156534.00    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2548600 | PA      | $2805849.31   | 0.07%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $290430.00    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157378.00    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134859.00    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101731.00    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148384.50    | 0.00%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180600.00    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB Commercial Mortgage Securities Trust 2015-C33                             | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2427658.09   | 0.06%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195915.00    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS Wertmanagement                                                              | CUSIP: 30254WAN9<br>LEI: HZFDOR6TCRSIQLKQTX32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199142.00    | 0.00%             | 2023-03-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209191 | PA      | $201525.89    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143406.00    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $278481.00    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300243.00    | 0.01%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $43372.50     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $668490.00    | 0.02%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $190784.00    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178974.00    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416XWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66569 | PA      | $64889.44     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164720.00    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93362.00     | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359118 | PA      | $306331.73    | 0.01%             | 2036-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177326.00    | 0.00%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287586.00    | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234897.50    | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108817.00    | 0.00%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $385092.00    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16075 | PA      | $16419.39     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C33                                   | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LAY9<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    113947 | PA      | $106578.37    | 0.00%             | 2059-03-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185960.00    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130APU29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $961530.00    | 0.02%             | 2023-11-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NF86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242130 | PA      | $238095.94    | 0.01%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $535892.50    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148548.00    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208712.50    | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476829 | PA      | $440924.24    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131356.50    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3178636.74   | 0.08%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190208.00    | 0.00%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810ET1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $587919.92    | 0.01%             | 2025-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143622.00    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                         | Aegon NV                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177858.00    | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8590078.17   | 0.21%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290700.00    | 0.01%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323964.30    | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62706 | PA      | $62777.61     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134859.00    | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345865 | PA      | $335362.47    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17395 | PA      | $17546.58     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140013.00    | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496635.00    | 0.01%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127779 | PA      | $125701.76    | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340204 | PA      | $292305.98    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8254400 | PA      | $7989356.42   | 0.19%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312946V60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100276 | PA      | $100391.18    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125733.00    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944038 | PA      | $803291.85    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140257.50    | 0.00%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89459.00     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144241.50    | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76439 | PA      | $72382.60     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5699865 | PA      | $4713323.53   | 0.11%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048CD8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $189246.00    | 0.00%             | 2024-10-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2VL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229047 | PA      | $210445.73    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40677 | PA      | $39441.88     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94513.00     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146521.50    | 0.00%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104047.00    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ECEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81267 | PA      | $76671.03     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                  | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $138234.00    | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53009 | PA      | $50292.98     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93900.00     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $94779.00     | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166972.00    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $355700.00    | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103100.00    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     50000 | PA      | $55824.00     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423171.00    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 71270QEB8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246227.50    | 0.01%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73876.00     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130545.00    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139549.50    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $139819.50    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116769.00    | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $94120.00     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100095.80    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229615.00    | 0.01%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97340.00     | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156044.00    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195402.00    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329JL70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156004 | PA      | $147178.84    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $505488.50    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118543.50    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145152.00    | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    876821 | PA      | $767368.99    | 0.02%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BJC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309970 | PA      | $310323.51    | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142299.00    | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140769.00    | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76942.00     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $289092.00    | 0.01%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99572.00     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95217.00     | 0.00%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200728.00    | 0.00%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYSK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134205 | PA      | $123694.78    | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129703.50    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $441618.00    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99318.00     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26019 | PA      | $24078.52     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $177112.00    | 0.00%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110062 | PA      | $98398.08     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | Kemper Corp                                                                     | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98067.00     | 0.00%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $146415.00    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GZ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23068 | PA      | $24452.97     | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101394 | PA      | $94540.05     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MERR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297811 | PA      | $285514.57    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97330.50     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $277095.00    | 0.01%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $233380.00    | 0.01%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5059222 | PA      | $4168802.85   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416XQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78123 | PA      | $76291.05     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29416 | PA      | $28846.73     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129350 | PA      | $122876.60    | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139246.50    | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145318.50    | 0.00%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92721.00     | 0.00%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97264.00     | 0.00%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $139408.50    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    125000 | PA      | $110618.75    | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407966 | PA      | $384241.65    | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142008.00    | 0.00%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119560.50    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $190216.00    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $185632.00    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $73483.00     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83773.00     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68641.00     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $174358.00    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $411205.00    | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $365444.00    | 0.01%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                 | First Citizens BancShares Inc/NC                                                | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94586.00     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131034.00    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $329280.00    | 0.01%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215492.50    | 0.01%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202EAK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61146 | PA      | $63466.47     | 0.00%             | 2034-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84458.00     | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279717.00    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129424.50    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208353 | PA      | $1079517.92   | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $930840.00    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123063.00    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3390012.26   | 0.08%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169168.00    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139235 | PA      | $133951.75    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11018 | PA      | $10404.97     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103680.00    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $121990.50    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653429.00    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $232822.50    | 0.01%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78905 | PA      | $73019.73     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87140.00     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAFF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298037 | PA      | $287182.80    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73650.90     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $104919.00    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229702.50    | 0.01%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239615.00    | 0.01%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243170 | PA      | $198614.36    | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371644.00    | 0.01%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK7                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $138693.43    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAC7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    300000 | PA      | $279051.00    | 0.01%             | 2024-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73584.00     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187108.00    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222915 | PA      | $213711.27    | 0.01%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598853 | PA      | $580868.46    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116590.50    | 0.00%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71517.00     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146503.50    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $186326.00    | 0.00%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141273.00    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136774.50    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    180000 | PA      | $166800.60    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $84885.35     | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $232040.00    | 0.01%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69982.00     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185960.00    | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $187962.00    | 0.00%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147133.50    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5H48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683460 | PA      | $610589.02    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    944000 | PA      | $630875.20    | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2KQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82663 | PA      | $78619.16     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410F4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13178 | PA      | $13363.54     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128926.50    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584502.00    | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137938.50    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $190482.00    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $143665.50    | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $553994.00    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36297FRG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61128 | PA      | $61371.94     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127041.00    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141916.50    | 0.00%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $166260.00    | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48768.50     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119322.00    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194328.00    | 0.00%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214493 | PA      | $1137167.59   | 0.03%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276387.00    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250395 | PA      | $229872.07    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307DEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47537 | PA      | $45011.62     | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $121848.00    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83812.00     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85840.00     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127233.60    | 0.00%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211556 | PA      | $188528.58    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221162.50    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183876.00    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $956240.00    | 0.02%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $188415.00    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509747 | PA      | $490760.98    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88439.00     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $326125.80    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    650000 | PA      | $684872.50    | 0.02%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80163 | PA      | $76262.84     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102253.00    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139798.50    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44211.00     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $86416.00     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $655599.00    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4LB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137351 | PA      | $128215.96    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111949.10    | 0.00%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172894.00    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295836.00    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413625.00    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228265.00    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194430.00    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90828.00     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107724.00    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167918.00    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103317.00    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132579 | PA      | $123416.83    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146380.50    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108042.00    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                                                            | Credit Suisse USA Inc                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151035.00    | 0.00%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120846.00    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74657.00     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97848.00     | 0.00%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $62355.00     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77194.00     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    330000 | PA      | $308649.00    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $94846.00     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $196977.50    | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83755 | PA      | $81007.68     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276179 | PA      | $1116876.10   | 0.03%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WE6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89193 | PA      | $86257.24     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162124.00    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138934.00    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383868.90    | 0.01%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376224.00    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334715.50    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $202242.50    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96225.00     | 0.00%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46664.00     | 0.00%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89551.00     | 0.00%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $546539.50    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330067.50    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73013.00     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121840 | PA      | $112753.05    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $95070.00     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $291844.00    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266116 | PA      | $233494.88    | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79530.00     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-LC15 Mortgage Trust                                                   | CUSIP: 12591TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244140.33    | 0.01%             | 2047-04-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194990.00    | 0.00%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188922.00    | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275184.00    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710850.00    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $539269.00    | 0.01%             | 2043-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115153.50    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    690241 | PA      | $656287.77    | 0.02%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PVCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45582 | PA      | $44752.59     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98572.00     | 0.00%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                    | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94616.00     | 0.00%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161834.00    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $92578.00     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UXU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96629 | PA      | $93244.73     | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97609.00     | 0.00%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144367.50    | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $170506.50    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78825.00     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $231052.50    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $346398.50    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P73E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127753 | PA      | $123512.11    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139852.00    | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144157.50    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349452.00    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    330000 | PA      | $265976.70    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MFPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106316 | PA      | $102062.76    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730349 | PA      | $660819.87    | 0.02%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91726.00     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $706496.00    | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1742048 | PA      | $1646417.93   | 0.04%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74661.00     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    150000 | PA      | $122682.00    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876871 | PA      | $755553.15    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434180 | PA      | $421813.10    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    120000 | PA      | $107094.00    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    771061 | PA      | $725121.65    | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247585.00    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90830.00     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436369.50    | 0.01%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143674.50    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                 | Credit Suisse AG/New York NY                                                    | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $509855.50    | 0.01%             | 2024-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43149.50     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    450000 | PA      | $432454.50    | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $136980.00    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G06G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2699730.00   | 0.06%             | 2025-11-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99541.00     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $286035.00    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246813 | PA      | $244358.41    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145851.00    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183488.00    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $709755.00    | 0.02%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $666675.00    | 0.02%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96763.00     | 0.00%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179306.00    | 0.00%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146883.00    | 0.00%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148418.00    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $253995.00    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194984.00    | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $174740.00    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84362.00     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88260.00     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6493822 | PA      | $5544838.44   | 0.13%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199825.00    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176486.00    | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124599.00    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    150000 | PA      | $139909.50    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $109989.00    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229720.00    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A8EC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215243 | PA      | $206162.84    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $167334.00    | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316207.50    | 0.01%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $87006.00     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146389.50    | 0.00%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $924930.00    | 0.02%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    650000 | PA      | $483385.50    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410230.00    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141798.00    | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8921093.75   | 0.21%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71612.00     | 0.00%             | 2031-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143970.00    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386668.00    | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98528.00     | 0.00%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148182.00    | 0.00%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72764.00     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $367320.00    | 0.01%             | 2025-04-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136556.00    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                                          | United Airlines 2020-1 Class B Pass Through Trust                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114300 | PA      | $107715.18    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289417 | PA      | $279281.54    | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4947870 | PA      | $4242071.39   | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374364.00    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95789.00     | 0.00%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174482.00    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84434.00     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140599 | PA      | $140743.98    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32213.50     | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127279.50    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193496.00    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121204.50    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FE51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245413 | PA      | $241711.81    | 0.01%             | 2040-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8CV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500224 | PA      | $495248.78    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $154660.00    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84980.00     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $224445.00    | 0.01%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197744.00    | 0.00%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QT84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135755 | PA      | $141337.33    | 0.00%             | 2044-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213954.00    | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $243477.50    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115090.85    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836107 | PA      | $763470.46    | 0.02%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253702 | PA      | $240683.27    | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160094.10    | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186758.00    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211635 | PA      | $203605.08    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3121134 | PA      | $2752127.85   | 0.07%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175906.00    | 0.00%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48354 | PA      | $47425.35     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332913 | PA      | $322266.27    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6137071 | PA      | $5262487.43   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151128.00    | 0.00%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $351068.00    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1755300 | PA      | $1690847.58   | 0.04%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99866.00     | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    421000 | PA      | $500076.43    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $7740781.25   | 0.19%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $133392.00    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70886.00     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                     | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88066.00     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94187.00     | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262017.50    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63539.20     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204306.00    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8773437.50   | 0.21%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    363000 | PA      | $416742.15    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168536.00    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137723.20    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138889.50    | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $160236.00    | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78782.00     | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93713.64     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118945.50    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129685.50    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JNYY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18399 | PA      | $18402.96     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480605 | PA      | $457223.58    | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0GY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243846 | PA      | $221705.83    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87308.00     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | Federal Realty Investment Trust                                                 | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    150000 | PA      | $133038.00    | 0.00%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143662.50    | 0.00%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85305.00     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71626.00     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    262000 | PA      | $269359.58    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102084.00    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263850.00    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $725329.50    | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201688.00    | 0.00%             | 2025-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79294.00     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553812 | PA      | $531750.60    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227950 | PA      | $226101.52    | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $179284.00    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                           | CUSIP: 445545AJ5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $301299.00    | 0.01%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102350.00    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143433.00    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222857.50    | 0.01%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418MGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57612 | PA      | $59918.78     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148162.50    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                 | CUSIP: 94989XBC8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1994497.76   | 0.05%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126122 | PA      | $116969.94    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143950.50    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182069 | PA      | $173161.40    | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3025107 | PA      | $2702567.83   | 0.06%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440136.00    | 0.01%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $649464.00    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312939WA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51578 | PA      | $52777.24     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98029.50     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107367.00    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LWTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34847 | PA      | $34435.26     | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9CL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212693 | PA      | $206693.09    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151096.00    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338205.00    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $161654.00    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JH8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $480980.00    | 0.01%             | 2023-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251957 | PA      | $237915.47    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132273.00    | 0.00%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5332639 | PA      | $4395754.27   | 0.11%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152161.50    | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                                           | First Republic Bank/CA                                                          | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200817.50    | 0.00%             | 2047-02-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471875.00    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $132666.00    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88788.00     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29958 | PA      | $26308.85     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $323428.00    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171510.00    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $261971.50    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232577.50    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85652.00     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $711682.50    | 0.02%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96332.00     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221837.50    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223086.00    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1630295.32   | 0.04%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $97792.00     | 0.00%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $383716.00    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416Y3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23051 | PA      | $22420.63     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132112.50    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DN65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356067 | PA      | $320465.14    | 0.01%             | 2035-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279897.00    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL                                                          | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $191882.00    | 0.00%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75065.00     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VPX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31463 | PA      | $31112.07     | 0.00%             | 2024-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $522527.35    | 0.01%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106220.00    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115873.50    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $116490.00    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $367710.00    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98467.00     | 0.00%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EWAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265803 | PA      | $247878.65    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190734.00    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868133 | PA      | $835995.00    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390024.00    | 0.01%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $206749.80    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297892 | PA      | $288945.98    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202798.00    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97301.00     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142412 | PA      | $138526.61    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147450.00    | 0.00%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185512.00    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240268 | PA      | $238225.53    | 0.01%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165640.50    | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90912.00     | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98451.00     | 0.00%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $297495.00    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100531.00    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97596.00     | 0.00%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93720.00     | 0.00%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $152950.00    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BLAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1110516.03   | 0.03%             | 2025-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129642.00    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $92269.00     | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $176652.00    | 0.00%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $436219.30    | 0.01%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189376.00    | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177204.00    | 0.00%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $368884.00    | 0.01%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3776993 | PA      | $3246184.53   | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115962.77    | 0.00%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    200000 | PA      | $165330.00    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371744.00    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102913.00    | 0.00%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436887.00    | 0.01%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201753.00    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3526000.00   | 0.08%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    660000 | PA      | $643915.80    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373656 | PA      | $376812.38    | 0.01%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142881.00    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71055.00     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $121939.50    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123096.00    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177117 | PA      | $160304.65    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224430.00    | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128019.00    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295984 | PA      | $1164663.33   | 0.03%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $326106.00    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $84363.00     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202074.00    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95545.00     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121598 | PA      | $126312.33    | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172414.00    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76821.00     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118233.00    | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2170289 | PA      | $1865870.55   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172992.60    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102465.00    | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1250000 | PA      | $1131175.00   | 0.03%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $172704.00    | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276174.00    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166506.00    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145144.50    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $220905.00    | 0.01%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69293.00     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $304248.00    | 0.01%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94525.00     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41082.50     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1293134.81   | 0.03%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245777.50    | 0.01%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465205.00    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $78155.00     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207250.00    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130977.00    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187658.00    | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262860.00    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $138188.00    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627828 | PA      | $652736.10    | 0.02%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52209.50     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290823.00    | 0.01%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36297J4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74920 | PA      | $77141.81     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397687.50    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312931DD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52127 | PA      | $54260.28     | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47034.00     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | Southern California Gas Co                                                      | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48556.50     | 0.00%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104697 | PA      | $91657.18     | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95471 | PA      | $98173.77     | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79564.00     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    100000 | PA      | $86779.00     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $439895.50    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAA7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $174448.00    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498514 | PA      | $467724.21    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187676.00    | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101681 | PA      | $104492.93    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181700.00    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                         | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QGW8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    172000 | PA      | $166045.75    | 0.00%             | 2026-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106467.00    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88393.00     | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    100000 | PA      | $96392.00     | 0.00%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $273560.60    | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    345000 | PA      | $251649.90    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $616910.00    | 0.01%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145114.50    | 0.00%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209660 | PA      | $202317.85    | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189055.00    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87804.00     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384588.00    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296214.00    | 0.01%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419ACU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133660 | PA      | $136527.77    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127160 | PA      | $119859.45    | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320635.00    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49571.50     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143550.00    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $915810.00    | 0.02%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82231.00     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8035860 | PA      | $6894556.19   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259532.50    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60571.00     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92030.00     | 0.00%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750615.00    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302897 | PA      | $284768.63    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11686242 | PA      | $9654505.52   | 0.23%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107498.00    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252762.00    | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $467050.00    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $166846.00    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189558.00    | 0.00%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241402.50    | 0.01%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EF0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $245170.00    | 0.01%             | 2024-01-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | Bank 2019-BNK19                                                                 | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $530215.44    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $167316.00    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93102.00     | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108361.50    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127798.50    | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W1KQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53747 | PA      | $51573.62     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2031207 | PA      | $1836529.07   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44148.28     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85863.00     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224200.00    | 0.01%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5307000 | PA      | $4096340.63   | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342120.00    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82288.00     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368712.00    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267647.50    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $159150.00    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBG3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147555.00    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    150000 | PA      | $114316.80    | 0.00%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287721.00    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204313.50    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238567.50    | 0.01%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98960.00     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47146.00     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $172322.00    | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94196.00     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $166366.00    | 0.00%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336014 | PA      | $294824.40    | 0.01%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238290.00    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59147 | PA      | $55700.98     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $121345.50    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133017.00    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1948900 | PA      | $1603122.52   | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177679 | PA      | $173130.17    | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96611.00     | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164974.00    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157263 | PA      | $167593.04    | 0.00%             | 2044-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824692 | PA      | $778051.25    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $320747.00    | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170824.00    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87493.00     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77763.00     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80392.00     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140196.00    | 0.00%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $76568.00     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AH92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114169 | PA      | $114299.79    | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230788.25    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91149.00     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437925.00    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $186898.00    | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76654 | PA      | $74326.01     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $146679.00    | 0.00%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245950.00    | 0.01%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    250000 | PA      | $238862.50    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                                                         | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74375.00     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    900000 | PA      | $720045.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    463000 | PA      | $406805.69    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105606.00    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $154250.00    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8                      | CUSIP: 61761QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31565 | PA      | $31432.29     | 0.00%             | 2048-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216154 | PA      | $214316.70    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $136332.00    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    241000 | PA      | $234408.65    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99073.00     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $255231.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $70522.00     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $322871.50    | 0.01%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726308 | PA      | $683035.24    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $290721.00    | 0.01%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284184.00    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384382 | PA      | $384449.30    | 0.01%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610630 | PA      | $576095.28    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149018.00    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287874 | PA      | $267980.02    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $524346.00    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339248.00    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79878.00     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $96390.00     | 0.00%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297128.00    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178640.00    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6646718.75   | 0.16%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183414 | PA      | $174947.70    | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CC0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $493925.00    | 0.01%             | 2024-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $67654.00     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80204.00     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126196 | PA      | $121456.71    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83935.00     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83266.00     | 0.00%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124119.00    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389012.00    | 0.01%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275438 | PA      | $253838.26    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135415.50    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $143442.00    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2020-A Owner Trust                                      | CUSIP: 89232HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $999003.36    | 0.02%             | 2025-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85173.00     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107208.00    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | First Horizon Corp                                                              | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48467.50     | 0.00%             | 2025-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PWEA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43459 | PA      | $42077.18     | 0.00%             | 2026-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $240530.00    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132417.00    | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7B73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2051625 | PA      | $1766076.35   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $176716.00    | 0.00%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $278379.00    | 0.01%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                         | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121367 | PA      | $103344.03    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98956.00     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143654.00    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83836.00     | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $300226.50    | 0.01%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $158878.00    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    200000 | PA      | $187136.00    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225072.50    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $451891.00    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95527.00     | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222770.00    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663446 | PA      | $655203.16    | 0.02%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145462.50    | 0.00%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92292.00     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75904.00     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189002.00    | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178344.00    | 0.00%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87304.00     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120603.00    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91762.00     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $9176015.68   | 0.22%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197938.00    | 0.00%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $186038.00    | 0.00%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220236.00    | 0.01%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256157.50    | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96827.00     | 0.00%             | 2024-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3510152.33   | 0.08%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441702.00    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98518.50     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88494.00     | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1616777 | PA      | $1416971.92   | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348015.50    | 0.01%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5440781.28   | 0.13%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31405QU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56983 | PA      | $58699.94     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231957.50    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929176 | PA      | $871786.45    | 0.02%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $168926.00    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1060104 | PA      | $1001908.99   | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293784.00    | 0.01%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46934.00     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235110.00    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $72621.00     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $115981.50    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85397.00     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92446.00     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262491 | PA      | $241901.46    | 0.01%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133786.50    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42736 | PA      | $44704.34     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84141.00     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79366.00     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $981250.00    | 0.02%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M4PV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126273 | PA      | $123544.43    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    241000 | PA      | $226990.67    | 0.01%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $89951.00     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $92225.00     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80571 | PA      | $82254.11     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $186712.50    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40537.00     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271149.20    | 0.01%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $181668.00    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93548.00     | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133A2BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342973 | PA      | $306404.42    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206610.00    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA Inc                                                                    | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146670.00    | 0.00%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    868401 | PA      | $800302.19    | 0.02%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149685.00    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2419405 | PA      | $2006416.67   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192197 | PA      | $186489.26    | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87664.00     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115658.00    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    330000 | PA      | $355627.80    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48308.50     | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419JTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99010 | PA      | $96625.03     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190282.00    | 0.00%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123423.00    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423846.00    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95357.00     | 0.00%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134556.00    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAA4<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $386436.00    | 0.01%             | 2024-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237735.00    | 0.01%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218245 | PA      | $212299.87    | 0.01%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7ZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400343 | PA      | $387513.31    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    350000 | PA      | $329549.50    | 0.01%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10401230.51  | 0.25%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111369.00    | 0.00%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240330.00    | 0.01%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124554.00    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329NU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352355 | PA      | $328533.89    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158872.50    | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138419 | PA      | $124589.46    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113175.00    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98557 | PA      | $90844.67     | 0.00%             | 2039-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $160512.00    | 0.00%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    300000 | PA      | $301988.70    | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186744.00    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A1SK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74250 | PA      | $72312.38     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144543.00    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4573228.50   | 0.11%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72635.00     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1346352 | PA      | $1219976.40   | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31294UAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111473 | PA      | $107115.46    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $62075.00     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1800120.00   | 0.04%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $143078.00    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121663.50    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $901200.00    | 0.02%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38391.00     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170906.00    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    100000 | PA      | $74902.00     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203902.00    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $687149.86    | 0.02%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $97057.00     | 0.00%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9BN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975406 | PA      | $890949.32    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163766.00    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130317.00    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72119.00     | 0.00%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $433110.00    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122386.50    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253851.00    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138890.70    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $149934.00    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19020000 | PA      | $13000467.28  | 0.31%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    400000 | PA      | $341924.00    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $181621.50    | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89429.00     | 0.00%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $79560.00     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87312.00     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85953.00     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239227.50    | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89242.00     | 0.00%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286032.00    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAG8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146262.00    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93033.00     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509355.00    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460749 | PA      | $433173.67    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128376.00    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3385933.60   | 0.08%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134530.50    | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    850000 | PA      | $786241.50    | 0.02%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378967 | PA      | $364480.93    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $216997.50    | 0.01%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    150000 | PA      | $131331.00    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $132153.00    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $232323.00    | 0.01%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97785.00     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7840000.00   | 0.19%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $45259.00     | 0.00%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $419688.00    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237670.00    | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168332.50    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $172110.00    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242065.00    | 0.01%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI Communications Inc                                                          | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $33160.20     | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79126.00     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136417 | PA      | $132923.83    | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96269.00     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1250000 | PA      | $1131925.00   | 0.03%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38479.95     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    230000 | PA      | $219088.80    | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295563.00    | 0.01%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92296.00     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90025.00     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90530.00     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81565.00     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77262.00     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164846.00    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302332.00    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $237312.50    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $273591.00    | 0.01%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $139678.50    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95121 | PA      | $83509.63     | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    407000 | PA      | $333141.71    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292512.00    | 0.01%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187738.00    | 0.00%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120990.00    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205311.00    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54126 | PA      | $49890.61     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293518 | PA      | $271749.19    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $208593.00    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93036.00     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106849.50    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143836.50    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183616.00    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161256.00    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $158996.00    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180310.00    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86048.00     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39770.00     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4413593.75   | 0.11%             | 2026-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195588.00    | 0.00%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191252.00    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $292956.00    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330648.50    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88001.00     | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127671.00    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194118.00    | 0.00%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15895800 | PA      | $11548050.41  | 0.28%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183564.00    | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496265.00    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400955.00    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70874.00     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     75000 | PA      | $61426.50     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530442 | PA      | $477404.45    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160065 | PA      | $163607.73    | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67967.25     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $163656.00    | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NYU HOSPITALS CENTER                                                             | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84320.00     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143565.00    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96523.00     | 0.00%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210915.00    | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    696400 | PA      | $767182.53    | 0.02%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199131 | PA      | $209941.82    | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333711.00    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515688 | PA      | $420991.66    | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $288504.00    | 0.01%             | 2025-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87780.00     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $264028.75    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85908 | PA      | $81035.39     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79316.00     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81092.00     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68425.00     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75632.00     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88630.00     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94063.00     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2271789.06   | 0.05%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239627.50    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139432.50    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $913862.00    | 0.02%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66513.00     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250412 | PA      | $236217.84    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189921.00    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ESB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624415 | PA      | $570590.64    | 0.01%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XPKL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287144 | PA      | $280670.14    | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    296000 | PA      | $292252.64    | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133718 | PA      | $128485.68    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJRE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51261 | PA      | $46889.46     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424784 | PA      | $376504.49    | 0.01%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135043.50    | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89358.00     | 0.00%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $715650.00    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101848.00    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204930.00    | 0.00%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220359.00    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206692.00    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569712.00    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104254.50    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85692.00     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    950000 | PA      | $806483.50    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385117 | PA      | $380751.93    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140820.00    | 0.00%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128479.00    | 0.00%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $171672.50    | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196612 | PA      | $187536.07    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102941 | PA      | $103838.18    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    150000 | PA      | $136984.50    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126438.00    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295488 | PA      | $252802.80    | 0.01%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115677 | PA      | $111970.22    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    395000 | PA      | $396813.05    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21443 | PA      | $19765.32     | 0.00%             | 2039-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2593147.35   | 0.06%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147268.50    | 0.00%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    150000 | PA      | $116496.00    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $594540.00    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281750 | PA      | $254501.46    | 0.01%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $678048.00    | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163438.00    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAN2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197698.00    | 0.00%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42738.00     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGCF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5761 | PA      | $5884.33      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $132360.00    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $172520.00    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $615945.22    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2016-CR28 Mortgage Trust                                                   | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $571344.47    | 0.01%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239403.00    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148090.50    | 0.00%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93788.00     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40968.00     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $32175.50     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192954.00    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBA7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190080.00    | 0.00%             | 2024-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62202.00     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520014 | PA      | $494715.36    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $139204.50    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365935 | PA      | $344281.04    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $866127.29    | 0.02%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    450000 | PA      | $414981.00    | 0.01%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86789.00     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169450.00    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87994.00     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $98557.50     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194696.00    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285171.00    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192505.95    | 0.00%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21050000 | PA      | $17344871.20  | 0.42%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126384.00    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                    | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $166758.00    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740217 | PA      | $1573428.73   | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137652.00    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $186954.00    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $117246.00    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $578172.00    | 0.01%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63434.00     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127242.00    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262152.00    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317622 | PA      | $305863.66    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | Sanofi                                                                          | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240942.50    | 0.01%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GB51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28034 | PA      | $30027.54     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100681.00    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $612479.00    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72750 | PA      | $68887.12     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225010.00    | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91019.00     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36225BXT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145871 | PA      | $151355.71    | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99883.50     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $220707.50    | 0.01%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82982.00     | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7KK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238704 | PA      | $242202.42    | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194196.00    | 0.00%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86789.00     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ATZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125335 | PA      | $118556.34    | 0.00%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94753.00     | 0.00%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $99189.00     | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208618.00    | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161906.00    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7977187.52   | 0.19%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $91083.00     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J76D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874764 | PA      | $846729.61    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132178.50    | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11655000.00  | 0.28%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195194.00    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    350000 | PA      | $350672.00    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $118426.50    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88132.00     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $188086.00    | 0.00%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $140332.50    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65076.00     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93077.00     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1075281 | PA      | $981936.75    | 0.02%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2668100 | PA      | $2199723.40   | 0.05%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235247 | PA      | $222332.69    | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100209.00    | 0.00%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96409.00     | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89326.00     | 0.00%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329808 | PA      | $317759.21    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971M5L2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208187.60    | 0.00%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $187672.00    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128754.00    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9354296.90   | 0.22%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339SVQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361453 | PA      | $334497.23    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494350 | PA      | $468101.50    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242050.00    | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90542.00     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9971600 | PA      | $9124403.49   | 0.22%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMK26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267929 | PA      | $245077.99    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103635 | PA      | $97326.77     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $127251.00    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69422.00     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742174 | PA      | $1624409.77   | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181794.00    | 0.00%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697559 | PA      | $642429.64    | 0.02%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191886.00    | 0.00%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142081 | PA      | $135523.32    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143092 | PA      | $139630.54    | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66617.00     | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $177712.00    | 0.00%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2004563 | PA      | $1712732.33   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93001.00     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358676 | PA      | $324529.65    | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86294.00     | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $90334.50     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650419.00    | 0.02%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115545.00    | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66076.00     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52701.35     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94908.00     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403717.50    | 0.01%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $158038.00    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203722 | PA      | $186082.78    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $193782.50    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44600.00     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150900.00    | 0.00%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77971.00     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145245.00    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1088620.00   | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92098.00     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195224.00    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176XPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91495 | PA      | $84068.14     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301626.00    | 0.01%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $483054.00    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30858 | PA      | $29842.30     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $158468.00    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190258.00    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132486.00    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9141894.56   | 0.22%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123774.00    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140108.00    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314074 | PA      | $1119186.94   | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346440.50    | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4964100 | PA      | $4812753.13   | 0.12%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKKT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111475 | PA      | $109194.71    | 0.00%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    150000 | PA      | $116308.50    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    100000 | PA      | $97396.00     | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5297906.26   | 0.13%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938445 | PA      | $821319.80    | 0.02%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Equity Investment Life Holding Co                                       | American Equity Investment Life Holding Co                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86490.90     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70381.00     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462982 | PA      | $428645.07    | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229987.50    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279237.00    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97319.00     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868282 | PA      | $740921.59    | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91816.00     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142788.00    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223892.50    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142873.50    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45520.50     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44759.50     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93683.00     | 0.00%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380782.80    | 0.01%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489485.00    | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294934.50    | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79418.00     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99540.00     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455077 | PA      | $419392.60    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141090.00    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110425 | PA      | $97942.99     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234897.50    | 0.01%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361380 | PA      | $331956.50    | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $533984.38    | 0.01%             | 2025-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521383.50    | 0.01%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416544 | PA      | $372131.75    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    150000 | PA      | $112780.50    | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81834.00     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $87157.50     | 0.00%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169454.00    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99027.00     | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173798.00    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182248.00    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431605 | PA      | $426713.07    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304143.00    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6416272 | PA      | $5274160.19   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92393.00     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242852.50    | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129634.50    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82213.00     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131223.00    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    142000 | PA      | $134354.72    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66546 | PA      | $63914.21     | 0.00%             | 2028-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203122.00    | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119594 | PA      | $116364.03    | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98298.00     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343548.00    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $133102.50    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    480000 | PA      | $509654.40    | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $716416.64    | 0.02%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBD0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145828.50    | 0.00%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237257.50    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $145866.00    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1238238 | PA      | $1011273.06   | 0.02%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $402969.60    | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1156575 | PA      | $1093084.40   | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $130515.00    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBK4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94939.00     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4798382.84   | 0.12%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $146240.00    | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58067.00     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353016 | PA      | $288191.59    | 0.01%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401600.00    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41654 | PA      | $38480.60     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222127.50    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $271747.50    | 0.01%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140472.00    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257354 | PA      | $1186243.61   | 0.03%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106958.00    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73193.00     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $126603.45    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $177080.00    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQTG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130103 | PA      | $126212.68    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206690.00    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132541.50    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202DWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152769 | PA      | $153708.39    | 0.00%             | 2033-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304707.20    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468827 | PA      | $430401.22    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $174368.00    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131107.50    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174538.00    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138723.00    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795767 | PA      | $716200.49    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    200000 | PA      | $159940.00    | 0.00%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                             | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    100000 | PA      | $79460.00     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245537.50    | 0.01%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194287.50    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10541308.58  | 0.25%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175280 | PA      | $170016.08    | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $163018.00    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89173.00     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4550000 | PA      | $4188843.75   | 0.10%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $428730.00    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115452.00    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $293940.00    | 0.01%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246260.00    | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $185106.60    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222570.00    | 0.01%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339SP82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37738 | PA      | $38066.90     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379212.00    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140674.00    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98179.00     | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90781.00     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172020.00    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389709.00    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46767.50     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195186.00    | 0.00%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81540.00     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187376.00    | 0.00%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83289 | PA      | $85941.29     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8910156.30   | 0.21%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $114716.25    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4126756 | PA      | $3549095.62   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8TK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414542 | PA      | $394913.76    | 0.01%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188944.00    | 0.00%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $216666.00    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $229522.50    | 0.01%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LWCJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241771 | PA      | $228097.52    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143362.50    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31297B3N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52868 | PA      | $55752.25     | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141285.00    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178110.00    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139624.50    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72027.00     | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    217000 | PA      | $185074.96    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201370.00    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $198757.50    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97250.00     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59013.00     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148563.00    | 0.00%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104395.00    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195588.00    | 0.00%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $188724.00    | 0.00%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143736.00    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $563281.25    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326856.00    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HP2J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46773 | PA      | $42784.09     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $101283.00    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127408 | PA      | $115394.76    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4195797 | PA      | $3470232.30   | 0.08%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90939.00     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240075.00    | 0.01%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126811.50    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164744.00    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171770.00    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95267.00     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114619.50    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251205.00    | 0.01%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $985060.00    | 0.02%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6593001 | PA      | $5450834.06   | 0.13%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $78802.00     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27100000 | PA      | $17875414.20  | 0.43%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $232435.00    | 0.01%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104439.00    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127971.00    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255470.00    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2EG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329723 | PA      | $340254.87    | 0.01%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    380000 | PA      | $297821.20    | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122055.00    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3706062.50   | 0.09%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91222.00     | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27301 | PA      | $26960.51     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189544.00    | 0.00%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | Federal Realty Investment Trust                                                 | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $92086.00     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $199620.50    | 0.00%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D55N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912765 | PA      | $845096.71    | 0.02%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5828203.14   | 0.14%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71923.00     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $128803.50    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $235835.00    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239407.50    | 0.01%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89684.00     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113031.00    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $311416.00    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82682.00     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    156000 | PA      | $147613.44    | 0.00%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $361564.00    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153513.00    | 0.00%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95773.00     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75026 | PA      | $72578.63     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $80048.00     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308035.00    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1030000 | PA      | $991879.70    | 0.02%             | 2024-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176970.00    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38273 | PA      | $39425.59     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217766.00    | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276096.00    | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $506286.00    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    940675 | PA      | $863872.93    | 0.02%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222535.00    | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72029 | PA      | $67341.87     | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530824 | PA      | $504999.76    | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105900.00    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58035 | PA      | $59385.05     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199406.00    | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $48285.00     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                           | Allied World Assurance Co Holdings Ltd                                          | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $95979.00     | 0.00%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $47469.50     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5321045 | PA      | $4382725.04   | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77636.00     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963494 | PA      | $1526911.47   | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $584154.00    | 0.01%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1210655 | PA      | $1102115.36   | 0.03%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304803.00    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $64158.00     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424263 | PA      | $413189.32    | 0.01%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418NZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59272 | PA      | $60583.60     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83034.00     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228413 | PA      | $200530.75    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1844920.92   | 0.04%             | 2035-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142692.00    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186106.00    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278996 | PA      | $217071.37    | 0.01%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144022.50    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306640.00    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | Council Of Europe Development Bank                                              | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $221307.50    | 0.01%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    524000 | PA      | $487262.36    | 0.01%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218205.00    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $367564.00    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9YG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380513 | PA      | $369493.52    | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195590.00    | 0.00%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297363.00    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145444.50    | 0.00%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91493.00     | 0.00%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163172.00    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426671 | PA      | $414055.61    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $156436.00    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7599316.43   | 0.18%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147165.00    | 0.00%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92195 | PA      | $88598.93     | 0.00%             | 2027-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92751 | PA      | $91962.27     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783749 | PA      | $668606.30    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AL9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48199.00     | 0.00%             | 2025-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80517.00     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $230825.00    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179422.00    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130489.50    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    195000 | PA      | $191523.15    | 0.00%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94301.00     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $240375.00    | 0.01%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230657.50    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-MS1                                          | Morgan Stanley Capital I Trust 2015-MS1                                         | CUSIP: 61765DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47333.32     | 0.00%             | 2048-05-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100205.00    | 0.00%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207701 | PA      | $200864.27    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307BYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13381 | PA      | $12852.50     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143151.00    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167112.00    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649518 | PA      | $560373.17    | 0.01%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199118.00    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    450000 | PA      | $385753.50    | 0.01%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409721 | PA      | $387978.10    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135093.00    | 0.00%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206364.00    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88510.00     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170986.70    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131413.50    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181302.00    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826370 | PA      | $783296.10    | 0.02%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378684 | PA      | $359498.95    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372836.00    | 0.01%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141268.50    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561402.00    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385868.00    | 0.01%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310884.00    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $82179.00     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135261.00    | 0.00%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246145.00    | 0.01%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187572.00    | 0.00%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249702.00    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123945.00    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157156.00    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341827.50    | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83077.00     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141794.00    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117334.50    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387772.00    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $100590.00    | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193076.00    | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4UE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539263 | PA      | $524155.92    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319700.00    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94756.00     | 0.00%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244437.50    | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $944687.99    | 0.02%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93744 | PA      | $90836.94     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                          | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $126952.80    | 0.00%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101997.00    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $857922.60    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236820 | PA      | $229629.18    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71634.00     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83678.00     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X5S40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47111 | PA      | $45707.41     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237522.50    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240009.00    | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99532.00     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123001.50    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94613.00     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51025 | PA      | $49027.98     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    105000 | PA      | $100885.05    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A2R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12492 | PA      | $12166.16     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1098343.06   | 0.03%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $233630.00    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1388162 | PA      | $1313908.62   | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    144000 | PA      | $153222.19    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292884.00    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1310800 | PA      | $1386427.01   | 0.03%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620ARYF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34112 | PA      | $32438.68     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605709.00    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715693 | PA      | $677289.65    | 0.02%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273639.00    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7317780 | PA      | $6038341.59   | 0.14%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                 | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148000 | PA      | $1092058.45   | 0.03%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   1355000 | PA      | $1280353.05   | 0.03%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74435.00     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143121.00    | 0.00%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175000.00    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147624.00    | 0.00%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250237 | PA      | $238688.42    | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3942900 | PA      | $3719571.70   | 0.09%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97271.00     | 0.00%             | 2024-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $95465.00     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $163176.00    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96345.00     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | National Retail Properties Inc                                                  | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $93507.00     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243252.50    | 0.01%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $124876.50    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $433663.60    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7709375.04   | 0.18%             | 2025-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119281.50    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45640.00     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143626.50    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | Citigroup Commercial Mortgage Trust 2016-GC36                                   | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2132219.92   | 0.05%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191747.50    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97607.00     | 0.00%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96132.00     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    650000 | PA      | $517569.00    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164144.00    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417BUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29273 | PA      | $28312.90     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364514 | PA      | $314485.52    | 0.01%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359260.00    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163270.50    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296115.00    | 0.01%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148429.50    | 0.00%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175658.00    | 0.00%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73384.00     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98275.00     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149690 | PA      | $144010.32    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $78614.00     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    330000 | PA      | $367299.90    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $114314.70    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464318.40    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148929.00    | 0.00%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85467.00     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106714.00    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579300.00    | 0.01%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DP0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1250000 | PA      | $1198900.00   | 0.03%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86237.00     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $143625.00    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $86813.00     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132723.00    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144069.00    | 0.00%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $138258.00    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437835 | PA      | $424685.73    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278112 | PA      | $263841.30    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141222.00    | 0.00%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140073.00    | 0.00%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | Magellan Midstream Partners LP                                                  | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133927.50    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $439987.50    | 0.01%             | 2024-01-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86027.00     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132859.50    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $118862.25    | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-2 Class AA Pass Through Trust                             | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144690 | PA      | $126745.55    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120526.50    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131254.50    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140235.00    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80577.00     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131880.00    | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146086.50    | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | Council Of Europe Development Bank                                              | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $140959.50    | 0.00%             | 2025-02-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111929.00    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162018.00    | 0.00%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31294NQ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103908 | PA      | $99846.35     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $189498.00    | 0.00%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76964.95     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1497265 | PA      | $1447984.21   | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83552.00     | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71288.00     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590865 | PA      | $459507.76    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161080.00    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196158.00    | 0.00%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87913.00     | 0.00%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197132.00    | 0.00%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAH2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $34381.00     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91306.00     | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J9LB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13417 | PA      | $13126.65     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86610.00     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76686.00     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205772.00    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142848.00    | 0.00%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111533.00    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169994.00    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171178.00    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42589 | PA      | $41011.96     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $304320.00    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $123441.00    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $187146.00    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJKX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69465 | PA      | $72308.81     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $155628.00    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148177 | PA      | $137126.60    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229912 | PA      | $239237.07    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $154959.00    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162817.50    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFS80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82529 | PA      | $79812.62     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184225.00    | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177800.00    | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179892.00    | 0.00%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12303.99     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158812.00    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85015 | PA      | $79527.72     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4932228 | PA      | $4077007.00   | 0.10%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69363 | PA      | $64190.01     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $610597.00    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166370.00    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147789.00    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAD5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $239925.00    | 0.01%             | 2023-11-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179102.50    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194832.00    | 0.00%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150100 | PA      | $149073.38    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207615 | PA      | $192549.41    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1415403 | PA      | $1299395.75   | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170286.00    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $159692.50    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $67225.00     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    525000 | PA      | $438705.75    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123817 | PA      | $122990.06    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138002.00    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    200000 | PA      | $181196.00    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243460.00    | 0.01%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245867.50    | 0.01%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    150000 | PA      | $120646.50    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9104597.63   | 0.22%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89120.00     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87894.00     | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284730.00    | 0.01%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $428190.00    | 0.01%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96962.29     | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36274.00     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259272.00    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    400000 | PA      | $388752.00    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232302.50    | 0.01%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315132 | PA      | $290323.87    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHSH SYSTEM OBL GRP                                                              | BHSH System Obligated Group                                                     | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37859.50     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277086.00    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46997.00     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714884 | PA      | $638660.13    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $148166.00    | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150836.00    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328947.50    | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227635.00    | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220072.50    | 0.01%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324832.68    | 0.01%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $8748492.16   | 0.21%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $9466296.93   | 0.23%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326172.00    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3129304R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55869 | PA      | $55926.87     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBS Commercial Mortgage Trust 2017-C3                                           | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $184050.03    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192240.00    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $523027.50    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93795.00     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135973.50    | 0.00%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140055.00    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80797.00     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EN4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40229 | PA      | $38270.33     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $407781.00    | 0.01%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92012.00     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $343596.00    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $138000.00    | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299124.00    | 0.01%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279628 | PA      | $217562.33    | 0.01%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182464.00    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94078.00     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    449424 | PA      | $425384.51    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5424140 | PA      | $4471008.52   | 0.11%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94132.00     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142992.00    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $646717.50    | 0.02%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436520.00    | 0.01%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $284540.00    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187196.00    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236635.00    | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $188696.00    | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151996.50    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272441 | PA      | $253433.15    | 0.01%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116959.50    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810ES3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $847515.62    | 0.02%             | 2024-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BH6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198916.00    | 0.00%             | 2023-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86243.00     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201772.50    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82810 | PA      | $80434.43     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $220875.00    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92562.00     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151011.00    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     52000 | PA      | $61348.04     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $75143.00     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194442.00    | 0.00%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $522307.50    | 0.01%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55555.00     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601917 | PA      | $491386.06    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELK51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73039 | PA      | $70992.43     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79341.00     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243017.50    | 0.01%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    795774 | PA      | $752090.02    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96242.00     | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160969 | PA      | $154861.52    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    193000 | PA      | $191133.69    | 0.00%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBL8<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $241727.50    | 0.01%             | 2024-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166734.00    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $87681.00     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108982 | PA      | $108056.14    | 0.00%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117567.00    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143271.00    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78828.00     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $325548.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209114 | PA      | $196593.44    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211890.00    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $427788.00    | 0.01%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394504.00    | 0.01%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6A91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894665 | PA      | $803983.53    | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York City Water & Sewer System                                               | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $280632.25    | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142640.00    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89598.00     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142174.50    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177994.00    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45074 | PA      | $42027.43     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-LC17 Mortgage Trust                                                   | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $43537.17     | 0.00%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135906.00    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135013.50    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $74843.00     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $83168.00     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBP9<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $405085.50    | 0.01%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339SQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227019 | PA      | $202813.03    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483717 | PA      | $453840.62    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69239 | PA      | $65535.70     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    100000 | PA      | $88874.00     | 0.00%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198800.00    | 0.00%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVXB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439923 | PA      | $410593.81    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184978.00    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109901 | PA      | $101294.45    | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74019 | PA      | $67964.52     | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53913 | PA      | $54034.99     | 0.00%             | 2044-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81256 | PA      | $78739.74     | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $327201.00    | 0.01%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $97669.50     | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158844.00    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166778.00    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MGK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23683 | PA      | $22735.36     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1379250.00   | 0.03%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $138702.00    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    188000 | PA      | $163168.96    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $427180.50    | 0.01%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142747.50    | 0.00%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83881.00     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979896 | PA      | $843793.64    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $140019.00    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119202.00    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392097 | PA      | $370139.30    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259428.00    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142195.50    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97659.00     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245437.50    | 0.01%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $131863.50    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60409 | PA      | $60363.28     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90584.00     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124675.50    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253292.50    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $189722.00    | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $85123.00     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79412.00     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $239292.50    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170074.00    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AE5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98788.00     | 0.00%             | 2023-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $286221.00    | 0.01%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $183852.50    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278685.00    | 0.01%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     50000 | PA      | $39224.50     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197372.00    | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98532.00     | 0.00%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85146.00     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99018.00     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312938F24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26777 | PA      | $26804.95     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163030.00    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    362000 | PA      | $389341.86    | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91052.00     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA/New York NY                                                    | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238452.50    | 0.01%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $153982.00    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142822.50    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $226707.50    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247727.50    | 0.01%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1565969 | PA      | $1417324.26   | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $5872695.09   | 0.14%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95590.00     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194084.00    | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95725.00     | 0.00%             | 2025-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176571 | PA      | $167734.92    | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331929.00    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165332.00    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53495.50     | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197993 | PA      | $193705.76    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $127527.00    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96209.00     | 0.00%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386777 | PA      | $360991.26    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123726.00    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $242850.00    | 0.01%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228858.00    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174704.00    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2609100 | PA      | $2604411.79   | 0.06%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163563.75    | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2103600 | PA      | $2048216.17   | 0.05%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791788 | PA      | $738266.41    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $133938.00    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132748.50    | 0.00%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377232.00    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242740.00    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $282249.00    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129894.00    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52753.50     | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240982.50    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171720.00    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108730.00    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488570.00    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208950 | PA      | $208987.21    | 0.01%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246807.50    | 0.01%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    800000 | PA      | $680208.00    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154BK4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $495295.00    | 0.01%             | 2024-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14223 | PA      | $13445.80     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326000.50    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228930.00    | 0.01%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241742.50    | 0.01%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BN6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $205478.00    | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92572.00     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85703.00     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118299.00    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176096.00    | 0.00%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $124055.00    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113049.00    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189900.00    | 0.00%             | 2025-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96531.00     | 0.00%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131192 | PA      | $121407.87    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88114.00     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $427603.50    | 0.01%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $228183.75    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1140094.36   | 0.03%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119109 | PA      | $114556.08    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    350000 | PA      | $257369.00    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137599.50    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4742401 | PA      | $4054536.47   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188922.00    | 0.00%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $187306.00    | 0.00%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $145072.50    | 0.00%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                              | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85720.10     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151894 | PA      | $153221.54    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AQF57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $959670.00    | 0.02%             | 2023-12-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                       | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $98861.00     | 0.00%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54398.00     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132144.00    | 0.00%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96052.00     | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180714.00    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81193.60     | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233778.00    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480403 | PA      | $1394472.47   | 0.03%             | 2033-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $804402.32    | 0.02%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $101785.50    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132702.00    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                        | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    250000 | PA      | $156275.00    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97940.00     | 0.00%             | 2023-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150728.00    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1270267 | PA      | $1150326.29   | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113421.00    | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Inc                                                  | Brookfield Asset Management Inc                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147177.00    | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $395764.00    | 0.01%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238302.50    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141057.00    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208245.00    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145561.50    | 0.00%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D55H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338875 | PA      | $305002.24    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91700.00     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57018 | PA      | $58294.29     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $139077.00    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC INDUSTRY                                                               | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165482.00    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD                     | CUSIP: 592041WJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $125629.14    | 0.00%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2025106 | PA      | $1729969.79   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $448830.00    | 0.01%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84980.00     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162350 | PA      | $168736.20    | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XLT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    983968 | PA      | $899217.56    | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100996.00    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94250.00     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160209.00    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    100000 | PA      | $78275.00     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2263981.85   | 0.05%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034000 | PA      | $1902742.05   | 0.05%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147759.00    | 0.00%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175666.00    | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $128772.00    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9430307 | PA      | $7792219.96   | 0.19%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    324000 | PA      | $308746.08    | 0.01%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559759 | PA      | $532224.06    | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227348.00    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    450000 | PA      | $398012.85    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $81902.00     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46735.50     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182494.00    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166234.00    | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7VW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665003 | PA      | $626257.95    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490485.00    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387260.00    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    816714 | PA      | $743869.94    | 0.02%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398808 | PA      | $372465.18    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia Canada                                             | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $266430.00    | 0.01%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85334.00     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M7GX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16159 | PA      | $15683.23     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432054.00    | 0.01%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157504.50    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $107766.00    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615720.00    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11100000 | PA      | $9511312.50   | 0.23%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $509046.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $112431.00    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96676.50     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $582798.00    | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196316.00    | 0.00%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187946.00    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $593085.00    | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607506 | PA      | $589058.95    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129162.00    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843548 | PA      | $721247.33    | 0.02%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247078 | PA      | $1093794.27   | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373168.00    | 0.01%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $553273.00    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    450000 | PA      | $560763.00    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125940.00    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118032.00    | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244340.00    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    350000 | PA      | $440427.75    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133964.00    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98958.00     | 0.00%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $202127.50    | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77902.00     | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $5545820.35   | 0.13%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $176704.00    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165538 | PA      | $154098.33    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47469.50     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $157084.00    | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71503.00     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69857.00     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857104 | PA      | $731582.85    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70107.18     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4645581 | PA      | $4087192.22   | 0.10%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $138331.50    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334215.00    | 0.01%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185716.00    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33866.50     | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187630.00    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $96518.00     | 0.00%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $184029.00    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92011.00     | 0.00%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244602.50    | 0.01%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897558 | PA      | $800035.31    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $238611.75    | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $8631949.19   | 0.21%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D55M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588596 | PA      | $529762.12    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $180450.00    | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201047.50    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1771312 | PA      | $1615956.50   | 0.04%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056460 | PA      | $925878.54    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $88046.00     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171406.00    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $74468.00     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | Tapestry Inc                                                                    | CUSIP: 189754AA2<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147054.00    | 0.00%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136644.00    | 0.00%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213767.50    | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $49943.50     | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139314.00    | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225294 | PA      | $208490.55    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    250000 | PA      | $235420.00    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68450 | PA      | $63482.76     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945R42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57862 | PA      | $56406.40     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2295703.13   | 0.06%             | 2026-09-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192800.00    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97671.00     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135704 | PA      | $126452.23    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69854.00     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73237.00     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79995.00     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72173 | PA      | $66451.90     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615303 | PA      | $601980.28    | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380650 | PA      | $361117.47    | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203372.00    | 0.00%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114245 | PA      | $110591.51    | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113065.00    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192368.00    | 0.00%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187226.00    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821712.00    | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159966.00    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $119677.50    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $231266.00    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109977.00    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178C6M0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139778 | PA      | $132939.65    | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7SJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268246 | PA      | $254907.64    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116166.00    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBA6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242192.50    | 0.01%             | 2025-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $303187.50    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JNF36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144313 | PA      | $140335.76    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $237345.00    | 0.01%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573666 | PA      | $541007.17    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199840.00    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $114450.00    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4616140 | PA      | $3973657.37   | 0.10%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184114.00    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141122 | PA      | $133059.71    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194750.00    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147171.00    | 0.00%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329399.00    | 0.01%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224287.50    | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2419404 | PA      | $2189748.68   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    289000 | PA      | $277526.70    | 0.01%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123699.00    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430276.50    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239053 | PA      | $206243.25    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q95R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86652 | PA      | $89158.52     | 0.00%             | 2048-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $215130.00    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $46273.50     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203095.00    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232907.50    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31464 | PA      | $31907.19     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129951.00    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233957.50    | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282993.00    | 0.01%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $459930.00    | 0.01%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332052.00    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NVM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75246 | PA      | $69345.06     | 0.00%             | 2043-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751536 | PA      | $1583663.00   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112573.75    | 0.00%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146662.50    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348869.15    | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140215.50    | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93981.00     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4J26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50697 | PA      | $49793.85     | 0.00%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | Federal Realty Investment Trust                                                 | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $98674.00     | 0.00%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $93493.00     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180884.00    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166978 | PA      | $155691.34    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8964453.10   | 0.21%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136882.50    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    930351 | PA      | $847084.40    | 0.02%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132469 | PA      | $122080.91    | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98677.00     | 0.00%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192102.00    | 0.00%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167272.50    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84484.00     | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137814.00    | 0.00%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $291003.00    | 0.01%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380425 | PA      | $361711.95    | 0.01%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $242675.00    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235140.00    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96453.00     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246440.00    | 0.01%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88900.00     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162037.75    | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2403546.63   | 0.06%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $486442.00    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9275859.38   | 0.22%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7ML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943766 | PA      | $888105.34    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38103 | PA      | $38640.63     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147462.00    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295521.00    | 0.01%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $205250.00    | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    111000 | PA      | $103343.22    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103596.00    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $246486.00    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    580000 | PA      | $617339.82    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133266.00    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C7                                          | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2071317.29   | 0.05%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176470.00    | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97387.00     | 0.00%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120108.00    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486995.85    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187289 | PA      | $175199.58    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188380.00    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125878 | PA      | $118650.83    | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90894.00     | 0.00%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31368HNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224559 | PA      | $229376.58    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277653 | PA      | $255880.88    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94634.10     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $398586.31    | 0.01%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191174.00    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $249750.00    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79211.00     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5470470 | PA      | $4510046.96   | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285415 | PA      | $262021.82    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223250.00    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84723.00     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132975.00    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222405.00    | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247377.50    | 0.01%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XWAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724485 | PA      | $682516.81    | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300212.00    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558954.00    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260572.50    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312939JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105797 | PA      | $105917.49    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $176043.00    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8EW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66059 | PA      | $61759.95     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190080.00    | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106661.10    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185842.00    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69122 | PA      | $60578.08     | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201021.50    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                               | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    150000 | PA      | $139803.00    | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8JQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998128 | PA      | $978106.96    | 0.02%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162161 | PA      | $150066.72    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168762.00    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5311997 | PA      | $4380608.20   | 0.11%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96820.00     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541238.50    | 0.01%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79261.00     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97268.00     | 0.00%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282571 | PA      | $273270.31    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96066.00     | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89408.00     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180760 | PA      | $160388.37    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $461010.00    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504471.00    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1311254.93   | 0.03%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DTV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19668 | PA      | $18671.43     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290412.00    | 0.01%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79280.00     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    357000 | PA      | $229515.30    | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $355032.00    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JPMZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28281 | PA      | $27461.99     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169005.00    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1320567 | PA      | $1188568.05   | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    143092 | PA      | $113607.93    | 0.00%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1689459 | PA      | $1437296.81   | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219270.00    | 0.01%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178190.00    | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91945 | PA      | $80731.87     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139354.50    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $73533.00     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197598.00    | 0.00%             | 2024-12-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75473.00     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263550.00    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154617.00    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $56924.00     | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50000.80     | 0.00%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56968 | PA      | $57194.85     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183532.00    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205584.00    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191118.00    | 0.00%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91165.00     | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277017.00    | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1765858 | PA      | $1589350.01   | 0.04%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                                         | Owl Rock Technology Finance Corp                                                | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83013.00     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129087.00    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352756.00    | 0.01%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69492.75     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60054 | PA      | $56711.74     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WAXQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145382 | PA      | $145272.83    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107141 | PA      | $104915.95    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75183.00     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109814.00    | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144444 | PA      | $138689.87    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328646 | PA      | $323170.33    | 0.01%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48076 | PA      | $47176.54     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120235.50    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180782.00    | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165228.00    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244223 | PA      | $232951.83    | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096107 | PA      | $985038.99    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144901.50    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    851000 | PA      | $811385.95    | 0.02%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ACM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283931 | PA      | $267836.96    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97604.00     | 0.00%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M83D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59344 | PA      | $57850.90     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4482421.90   | 0.11%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $345008.00    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100063.50    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $703267.50    | 0.02%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226182.50    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40612.00     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $165632.50    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BQ6<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95027.00     | 0.00%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144064.50    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170121.00    | 0.00%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $197904.00    | 0.00%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $110350.50    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105099.00    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $201485.00    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138E5YJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68564 | PA      | $66063.00     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $134536.50    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $168584.00    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5F40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87187 | PA      | $87988.90     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6131027.36   | 0.15%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                           | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84310.00     | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $382908.00    | 0.01%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $284561.38    | 0.01%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMA62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564059 | PA      | $516752.94    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $392985.00    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192042.00    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196236.00    | 0.00%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90341.00     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $158569.50    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82565.00     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $941116.46    | 0.02%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123273 | PA      | $124349.69    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214030.00    | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $142750.50    | 0.00%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86322.00     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31288KA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249051 | PA      | $256829.07    | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276822.00    | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $150605.70    | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98137.80     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    130000 | PA      | $125769.80    | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $581952.00    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $202456.80    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $318220.00    | 0.01%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $275804.93    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210974.00    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307226.50    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84608.00     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889081 | PA      | $758223.30    | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102419.00    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3410419 | PA      | $3007211.12   | 0.07%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GS5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70915 | PA      | $68963.02     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284730.00    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87457.00     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $117498.00    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $178168.00    | 0.00%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $822672.45    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $92295.00     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79406 | PA      | $76401.33     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $2117460.95   | 0.05%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229280.00    | 0.01%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $689073.00    | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    150000 | PA      | $116250.00    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188041 | PA      | $169855.37    | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $192631.92    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112081.50    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125287.50    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332085 | PA      | $308012.89    | 0.01%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144679.50    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117031.50    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91984.00     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11550000 | PA      | $10989193.33  | 0.26%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187954.00    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                       | Kellogg Co                                                                      | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122550.00    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129292.50    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5KU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670477 | PA      | $635220.33    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4821875.00   | 0.12%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85977.00     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    100000 | PA      | $91245.00     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81231.00     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RUSH OBLIGATED GROUP                                                             | Rush Obligated Group                                                            | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91685.00     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479825.00    | 0.01%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129013.50    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95994.00     | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292LYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11476 | PA      | $10496.82     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    150000 | PA      | $123913.50    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184614.00    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $186406.00    | 0.00%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223548.00    | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $319658.50    | 0.01%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96882.00     | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95537.00     | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323ACT9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $195882.00    | 0.00%             | 2024-05-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95914.00     | 0.00%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265836.00    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5GG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61304 | PA      | $64691.19     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585324 | PA      | $541667.93    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41511 | PA      | $39430.51     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52418 | PA      | $55299.77     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $120838.50    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94491.00     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201375 | PA      | $187458.64    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414148.50    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139846.50    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35763 | PA      | $33772.83     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359728.00    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437841.00    | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $221742.50    | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140572.50    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22168 | PA      | $22873.92     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165010.00    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $93158.00     | 0.00%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $282459.00    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361590 | PA      | $1208192.71   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1918600 | PA      | $1615970.84   | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130386.00    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $142069.50    | 0.00%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $76772.00     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247410.00    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    750000 | PA      | $747555.00    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164166.00    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96533.00     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114470.00    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $485046.00    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $155170.00    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285591.00    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87019.00     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6031460 | PA      | $4970674.33   | 0.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC                                                           | Brookfield Finance LLC                                                          | CUSIP: 11271RAA7<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98483.00     | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110143.00    | 0.00%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48797.00     | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289197.00    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381372.00    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $221037.50    | 0.01%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178616.00    | 0.00%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MC6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105282 | PA      | $102674.73    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91144 | PA      | $81409.10     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247107.50    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44881.50     | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45355.75     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533912.50    | 0.01%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303996.00    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91709.00     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425434.50    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3929658 | PA      | $3248287.36   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434719 | PA      | $428162.28    | 0.01%             | 2040-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292089.00    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35754 | PA      | $32632.01     | 0.00%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9308398.40   | 0.22%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221644.00    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38758.00     | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180452.00    | 0.00%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307BY79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89590 | PA      | $84830.36     | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5451129 | PA      | $4687997.18   | 0.11%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141586.50    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164780.00    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93282.00     | 0.00%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $192354.25    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230937.50    | 0.01%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XPTF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59706 | PA      | $56541.37     | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $529903.00    | 0.01%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74358.00     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136362.00    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $281910.00    | 0.01%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45454.00     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76719.00     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AMTD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12410 | PA      | $12684.70     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179ST23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35851 | PA      | $33633.43     | 0.00%             | 2032-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291954.00    | 0.01%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65546.00     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128662.50    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96734 | PA      | $91190.95     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Generacion Chile SA                                                         | Enel Generacion Chile SA                                                        | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $98807.00     | 0.00%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192672.00    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $360752.00    | 0.01%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170056.00    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    689000 | PA      | $438238.45    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155553 | PA      | $156063.60    | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8F75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901417 | PA      | $858735.63    | 0.02%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130777.50    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426499 | PA      | $410613.14    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S4H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31224 | PA      | $29057.98     | 0.00%             | 2032-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579432.00    | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211000.00    | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120046.78    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2314687.51   | 0.06%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154BY4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $713790.00    | 0.02%             | 2025-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283179.20    | 0.01%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139789.50    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145065.00    | 0.00%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72780 | PA      | $65851.74     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJ3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796220 | PA      | $764368.40    | 0.02%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144534.00    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134830.50    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $176595.00    | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158573 | PA      | $158931.92    | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123804.00    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $771312.00    | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    493846 | PA      | $469132.92    | 0.01%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    100000 | PA      | $88029.00     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393072.00    | 0.01%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $95398.00     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $200545.00    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90994.00     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BZ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $247135.00    | 0.01%             | 2023-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89237.00     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QUG31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221783 | PA      | $208529.29    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141772.50    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C28                                   | Wells Fargo Commercial Mortgage Trust 2015-C28                                  | CUSIP: 94989JAY2<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    246292 | PA      | $233321.12    | 0.01%             | 2048-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153649.50    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90350.00     | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29341 | PA      | $26453.89     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149463.00    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    400000 | PA      | $464433.60    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288360 | PA      | $269312.18    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $8500734.42   | 0.20%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137397.00    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195468.00    | 0.00%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104755.50    | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $88562.00     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156770.00    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31412REK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161037 | PA      | $164491.36    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1500784.00   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89005.00     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208960.00    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178358.00    | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176947.50    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    150000 | PA      | $142890.00    | 0.00%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | Magellan Midstream Partners LP                                                  | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125959.50    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160572.00    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $162150.00    | 0.00%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $256630.00    | 0.01%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37586.00     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86892.00     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $47426.50     | 0.00%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167288.00    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336847.00    | 0.01%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WVEL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137855 | PA      | $133733.13    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303417.00    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145867.50    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $184564.00    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232527.50    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138990.00    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105943.50    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    150000 | PA      | $142960.50    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140280.00    | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $271841.50    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54254.00     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $241982.50    | 0.01%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86929.00     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $184050.00    | 0.00%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95709.00     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $168320.00    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307316 | PA      | $262760.38    | 0.01%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321415.50    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118030.50    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781482 | PA      | $666642.81    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $58467.00     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48231.50     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72049.00     | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68890.00     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1588100 | PA      | $1703919.64   | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170042.00    | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $210445.00    | 0.01%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41340.00     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    230000 | PA      | $257485.00    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95594.00     | 0.00%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    246000 | PA      | $243089.82    | 0.01%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148453.50    | 0.00%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99465.00     | 0.00%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN WTR REVENUE                        | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $72177.70     | 0.00%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90197.00     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $212025.00    | 0.01%             | 2031-05-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ENGF1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $958930.00    | 0.02%             | 2023-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292438 | PA      | $269505.27    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147322.50    | 0.00%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245115.00    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246132.50    | 0.01%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140220.00    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559880 | PA      | $456921.14    | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93979.00     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91530 | PA      | $82899.36     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    150000 | PA      | $145531.50    | 0.00%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5516625 | PA      | $4729604.55   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138861.00    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $184300.00    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279807.00    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264440.00    | 0.01%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164440.00    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $136725.00    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    515646 | PA      | $440885.70    | 0.01%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445637 | PA      | $397491.99    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80836 | PA      | $75249.80     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162850.00    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89025.00     | 0.00%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137920.50    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5905078.14   | 0.14%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547632.00    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298490.50    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128337.00    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136914.00    | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196732.00    | 0.00%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10757600 | PA      | $10441175.31  | 0.25%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222264.00    | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $92669.00     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134100.00    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $161842.50    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104034 | PA      | $101000.20    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128761.50    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99882.00     | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35175 | PA      | $34122.90     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237737.50    | 0.01%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236610.00    | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701637 | PA      | $598394.24    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189280.00    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282259 | PA      | $275032.35    | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130888.50    | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142513.50    | 0.00%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83616.00     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $183882.50    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305494.20    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3869232 | PA      | $3013158.08   | 0.07%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                 | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $358048.00    | 0.01%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345397.50    | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296YAJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20938 | PA      | $21022.02     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236647.50    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $1105748.10   | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    813999 | PA      | $743057.66    | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155428.50    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73822.00     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $542947.50    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $237468.00    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133435.50    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $519365.00    | 0.01%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162973.50    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    140000 | PA      | $156567.04    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $368417.00    | 0.01%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182734.00    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185018.00    | 0.00%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AA0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47098.00     | 0.00%             | 2024-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $119937.00    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19400000 | PA      | $15504843.75  | 0.37%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189138.00    | 0.00%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132324.00    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166536.00    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106384 | PA      | $100958.19    | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151580.00    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236385.00    | 0.01%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380272.00    | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95326.00     | 0.00%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92694.00     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142206.00    | 0.00%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | Affiliated Managers Group Inc                                                   | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99104.00     | 0.00%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124831.20    | 0.00%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66062.00     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387432.00    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151106.00    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311094.00    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189346.00    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $187118.00    | 0.00%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    811355 | PA      | $766815.62    | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $197732.50    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242202.50    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $194702.00    | 0.00%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235135.00    | 0.01%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XR7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101619 | PA      | $96681.38     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $146463.00    | 0.00%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896567 | PA      | $764412.39    | 0.02%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $164382.00    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632G88<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $85119.40     | 0.00%             | 2046-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265608.00    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167978.00    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2331372 | PA      | $1991600.95   | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    202000 | PA      | $165957.14    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130025 | PA      | $120328.07    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $138874.00    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122199.00    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159046.00    | 0.00%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450793 | PA      | $416848.43    | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    262000 | PA      | $273386.52    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187808.00    | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206575.00    | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202050.05    | 0.00%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $240640.00    | 0.01%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95004.00     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                                                          | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199172.00    | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust 2013-C15                                        | CUSIP: 92938CAD9<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $700636.21    | 0.02%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906305 | PA      | $749721.60    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2210000 | PA      | $1986406.81   | 0.05%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85803.00     | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484645.00    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8786777.31   | 0.21%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $473040.00    | 0.01%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49459.50     | 0.00%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $160774.00    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176490.00    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355160.00    | 0.01%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105650.00    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $79606.00     | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143094.00    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    327000 | PA      | $316179.57    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499450.00    | 0.01%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24664 | PA      | $22518.90     | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163570 | PA      | $127200.58    | 0.00%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323806.00    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191350.00    | 0.00%             | 2023-12-07      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182946 | PA      | $176538.87    | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $265144.00    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169084.00    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131932.50    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129609.00    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $264841.50    | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430317.00    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224522.50    | 0.01%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121608.00    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A4Q68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782061 | PA      | $740604.19    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149034.00    | 0.00%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | Council Of Europe Development Bank                                              | CUSIP: 222213AV2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $146496.00    | 0.00%             | 2023-06-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $91564.00     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGR0<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599837.32    | 0.01%             | 2024-12-09      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86042.00     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $249567.50    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283836.00    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212928 | PA      | $198534.41    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $86257.00     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84893.00     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133374.00    | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120612.00    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224884.80    | 0.01%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Healthcare Trust of America Holdings LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    100000 | PA      | $76816.00     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    380000 | PA      | $366399.80    | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $349044.00    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162820.00    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173806.50    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91166.00     | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8TR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36371 | PA      | $34341.33     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $191162.00    | 0.00%             | 2026-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia Canada                                             | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $140230.50    | 0.00%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256757 | PA      | $250182.63    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171738.00    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90144.00     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268908.00    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145612.50    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172364.00    | 0.00%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217812.50    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78323.00     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22725 | PA      | $21837.04     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144135.00    | 0.00%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93800.00     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124864.50    | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74636.00     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144960.00    | 0.00%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AR8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97897.00     | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247610.00    | 0.01%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207507 | PA      | $185342.87    | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296577.00    | 0.01%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292LYA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547319 | PA      | $1415351.73   | 0.03%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244345.00    | 0.01%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237377.50    | 0.01%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $477760.00    | 0.01%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15500000 | PA      | $14650011.00  | 0.35%             | 2052-12-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258327 | PA      | $245620.18    | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2381600 | PA      | $2108832.38   | 0.05%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194590.00    | 0.00%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127371 | PA      | $112894.13    | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1668781 | PA      | $1499637.05   | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455835.00    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $412509.50    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376980.00    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214797.50    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $92097.00     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3640355.46   | 0.09%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KHR57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164326 | PA      | $156742.35    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7EQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50267 | PA      | $47462.28     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188427.50    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289418.50    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    250000 | PA      | $194754.25    | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179058.75    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174342.00    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192694.00    | 0.00%             | 2025-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95532.00     | 0.00%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $655452.00    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A3BP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74726 | PA      | $71070.48     | 0.00%             | 2043-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941377 | PA      | $823866.65    | 0.02%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163134.00    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    263000 | PA      | $258952.43    | 0.01%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80540 | PA      | $77889.53     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172414.00    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105670.50    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118737.00    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2609375 | PA      | $2300873.58   | 0.06%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294000.00    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119565.00    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75319.50     | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110374.50    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144292.50    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228925.00    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194421 | PA      | $173690.74    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184511 | PA      | $173468.39    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112502.00    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $281808.00    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90468.00     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45029 | PA      | $46076.55     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117502.50    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GPQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60668 | PA      | $65008.15     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1401413 | PA      | $1197665.91   | 0.03%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172024.00    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238502.50    | 0.01%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147024.00    | 0.00%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84188.00     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21392 | PA      | $20833.25     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                  | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $137076.00    | 0.00%             | 2024-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96857.00     | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288666.00    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $413155.00    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $242115.00    | 0.01%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224777.50    | 0.01%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1335781 | PA      | $1170674.23   | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77016.00     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192220.00    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119814.50    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142990.50    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329645 | PA      | $309960.19    | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAC1<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48413.00     | 0.00%             | 2025-02-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214415.00    | 0.01%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180732.00    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134716.50    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73969.00     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175882.00    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158226 | PA      | $153719.75    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202770.00    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54726.50     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $110094.00    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $509749.50    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $446015.00    | 0.01%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170628.00    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3129413U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146806 | PA      | $150220.31    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77412.00     | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190892.00    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142597.50    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243390.00    | 0.01%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240482.50    | 0.01%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112108 | PA      | $104360.61    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473085 | PA      | $403785.08    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2568600 | PA      | $2165650.88   | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245147.50    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Trust of America Holdings LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    100000 | PA      | $93631.00     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195730.00    | 0.00%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155154.00    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97331.00     | 0.00%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188886.00    | 0.00%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332695 | PA      | $307880.94    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $227995.00    | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123027.00    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144496.50    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101273.00    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $164236.00    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294030.00    | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196480.00    | 0.00%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346129.00    | 0.01%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67148 | PA      | $67006.84     | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171494.00    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745051 | PA      | $745899.37    | 0.02%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5FB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276912 | PA      | $250373.06    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317175.00    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410908 | PA      | $387315.97    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | Tencent Music Entertainment Group                                               | CUSIP: 88034PAA7<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176850.00    | 0.00%             | 2025-09-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84682.00     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $218510.00    | 0.01%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137050.50    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93303.00     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49410 | PA      | $46077.97     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31406UHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69302 | PA      | $70387.42     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140773.50    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193412.00    | 0.00%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134488.50    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2099878 | PA      | $1632970.33   | 0.04%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9KY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295655 | PA      | $278823.67    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784938 | PA      | $742819.74    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226502.50    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90786.00     | 0.00%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484870.00    | 0.01%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X43Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2582231 | PA      | $2358644.86   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $381280.00    | 0.01%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95953.00     | 0.00%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198087.50    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147759.00    | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224822.50    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $413224.00    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163814.00    | 0.00%             | 2030-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366892.00    | 0.01%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135532.50    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $278640.00    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |    125000 | PA      | $111926.25    | 0.00%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86410.00     | 0.00%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234970.00    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $65980.80     | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $79364.00     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117114 | PA      | $113624.47    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241997.50    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84985.00     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235370.00    | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $39956.50     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122175.00    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $143617.50    | 0.00%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $228322.50    | 0.01%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137359.50    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50032 | PA      | $48008.55     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $78827.00     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73111.00     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4132821 | PA      | $3548415.47   | 0.09%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $373105.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100483.00    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $257553.00    | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48655.00     | 0.00%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $87230.00     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173136.00    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251535.00    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $406800.00    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y3DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519804 | PA      | $499938.25    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84369.00     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $93338.00     | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc                                                      | Brookfield Finance I UK Plc                                                     | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $116257.50    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95183.00     | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2825425 | PA      | $2409905.88   | 0.06%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $938880.00    | 0.02%             | 2026-04-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71051.00     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $351400.50    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87094.00     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8770312.50   | 0.21%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137464 | PA      | $130168.85    | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180722.00    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113068.50    | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156187.50    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6135210.97   | 0.15%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28915 | PA      | $27786.91     | 0.00%             | 2027-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204162.50    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100273.00    | 0.00%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127111.50    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170982.00    | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    563247 | PA      | $517173.17    | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $242173.60    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252346 | PA      | $255758.72    | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $820605.47    | 0.02%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218932.50    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94390.00     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193709.00    | 0.00%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191030.00    | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81993.00     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84967.00     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171410.00    | 0.00%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41785.00     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | Canada Government International Bond                                            | CUSIP: 135087K78<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    650000 | PA      | $616057.00    | 0.01%             | 2025-01-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87313.00     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122191.50    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144898.50    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121743.00    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1600163.95   | 0.04%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752768.00    | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $205125.00    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7RV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2399457 | PA      | $2191696.86   | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241660.00    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125935.50    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312943LY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90917 | PA      | $88870.21     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95458.00     | 0.00%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $103452.00    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $215745.00    | 0.01%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    175000 | PA      | $165158.00    | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190578.00    | 0.00%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $856570.00    | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175715.00    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183651 | PA      | $176630.89    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162948.00    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $325968.00    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152982.00    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193116.00    | 0.00%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5VS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461971 | PA      | $448497.97    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168180.00    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95866.00     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443235.00    | 0.01%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79346.00     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94181.10     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92954.00     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $202805.20    | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191012.00    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W4V3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    400000 | PA      | $391062.00    | 0.01%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213224.00    | 0.01%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    278000 | PA      | $235766.24    | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132289.50    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100269.00    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196642.00    | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207232 | PA      | $195855.57    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31283HZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25088 | PA      | $26270.92     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107094.00    | 0.00%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96544.00     | 0.00%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198414.00    | 0.00%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131850.00    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101542 | PA      | $94987.14     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56837 | PA      | $49913.80     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153107 | PA      | $131963.27    | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183714.00    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $335404.00    | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | Magellan Midstream Partners LP                                                  | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113011.50    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11426900 | PA      | $11028520.79  | 0.26%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340252.80    | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X5R25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105462 | PA      | $102144.30    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140710.50    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272331.00    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    100000 | PA      | $83433.00     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    997870 | PA      | $919597.16    | 0.02%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                       | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  95144692 | NS      | $95144691.79  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144384.00    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67992.00     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659070 | PA      | $1490957.91   | 0.04%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $280773.00    | 0.01%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117736.00    | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433507.50    | 0.01%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396908.00    | 0.01%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    150000 | PA      | $117615.00    | 0.00%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276227 | PA      | $276275.83    | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3248229 | PA      | $2765506.10   | 0.07%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2253821 | PA      | $2037806.82   | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645003 | PA      | $607563.28    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4870492 | PA      | $4161300.41   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU HOSPITALS CENTER                                                             | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $104191.50    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $267554.00    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191264.00    | 0.00%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138873.00    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $208077.50    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203402.50    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789448 | PA      | $736212.29    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132343.50    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89782.00     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312942XS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47072 | PA      | $45887.11     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257448.00    | 0.01%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118003.50    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130578.00    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160918.00    | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333847.50    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191672.00    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $156765.00    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93449.00     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5023613.27   | 0.12%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GK2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40345 | PA      | $38370.43     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5689218.78   | 0.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    225000 | PA      | $187744.50    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $251952.00    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79310.00     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $219640.00    | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54506.50     | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312836.70    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213852.50    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KF5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220572 | PA      | $210328.96    | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288462.00    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171750.00    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    200000 | PA      | $189512.00    | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77328.00     | 0.00%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121809.00    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95682.00     | 0.00%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217202.50    | 0.01%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AD63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24517 | PA      | $23668.00     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1100000 | PA      | $1289585.00   | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229330.00    | 0.01%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $393921.00    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193314.00    | 0.00%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    297000 | PA      | $298822.10    | 0.01%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130993.50    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $86378.00     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165240.00    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187452.50    | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113978 | PA      | $106721.43    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80387.00     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153136.00    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128977.50    | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766272 | PA      | $672315.71    | 0.02%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250115.00    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147876.00    | 0.00%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    595000 | PA      | $557753.00    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    450000 | PA      | $387967.50    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BU1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $246647.50    | 0.01%             | 2023-10-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EX7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $481690.00    | 0.01%             | 2023-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    112000 | PA      | $99593.76     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140209.50    | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75794.00     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114520 | PA      | $116976.23    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288579.00    | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7193801 | PA      | $6150814.24   | 0.15%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $468860.00    | 0.01%             | 2026-04-13      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $100497.00    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200175.00    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7721600 | PA      | $7348489.89   | 0.18%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $218576.00    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    923848 | PA      | $909286.36    | 0.02%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190120.00    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $142545.00    | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945DN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35691 | PA      | $33704.03     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $139197.00    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $93079.00     | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $437750.00    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374188.00    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92474.00     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54964 | PA      | $51905.27     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588774.00    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94878.00     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240217.50    | 0.01%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87278.00     | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171824.00    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471104 | PA      | $440405.03    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $240640.00    | 0.01%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136935.00    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93171.00     | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144616.50    | 0.00%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131839.50    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128L1E30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32868 | PA      | $34715.67     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136212.00    | 0.00%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                           | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $301068.00    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198407.50    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172044.00    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122725.50    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168070.00    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95641.00     | 0.00%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $259104.00    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254900 | PA      | $255737.32    | 0.01%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90724.00     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143910.00    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $545820.00    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348536.00    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137234.00    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $112048.50    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $82315.00     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52321 | PA      | $50227.61     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93371.00     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513831 | PA      | $486321.82    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91267.00     | 0.00%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32792 | PA      | $30955.19     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194584.00    | 0.00%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $354046.50    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231808.00    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7109074.20   | 0.17%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196502.00    | 0.00%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTN                                                         | Safehold Operating Partnership LP                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    100000 | PA      | $77331.00     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197006.00    | 0.00%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $238557.50    | 0.01%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99051.00     | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $313937.50    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $254384.00    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189184.00    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88306.00     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381824.00    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148600.00    | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D57E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1145381 | PA      | $1029287.78   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174608.00    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307DBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297625 | PA      | $285862.12    | 0.01%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $235450.00    | 0.01%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165518.00    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86742.00     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $16143867.29  | 0.39%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195012.00    | 0.00%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1537000 | PA      | $1483679.93   | 0.04%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41465.50     | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EUV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125850 | PA      | $120815.95    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $278148.00    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    400000 | PA      | $276019.60    | 0.01%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63109.10     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219536 | PA      | $198495.21    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $442455.00    | 0.01%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $236507.50    | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7004205 | PA      | $6011596.06   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18300000 | PA      | $15171843.75  | 0.36%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85126.00     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92509.00     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143934.00    | 0.00%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96011.00     | 0.00%             | 2023-12-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1536572 | PA      | $1380828.24   | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64661.00     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102364.00    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333301.50    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134684.00    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134304.80    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    475000 | PA      | $381657.75    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $120750.00    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192328.00    | 0.00%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174768.00    | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $287745.00    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191150.00    | 0.00%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $380915.10    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $855180.00    | 0.02%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146930.00    | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8798900 | PA      | $8375452.94   | 0.20%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115581.00    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $418596.40    | 0.01%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7LS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289333 | PA      | $272969.83    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176338.00    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    200000 | PA      | $236825.80    | 0.01%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280644.00    | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133546.50    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7ZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165189 | PA      | $156910.77    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292LPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65398 | PA      | $61758.74     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3007847.66   | 0.07%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306798.00    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146992.50    | 0.00%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $236847.50    | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W1SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249087 | PA      | $227622.71    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $175506.00    | 0.00%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116662.50    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391798 | PA      | $378902.14    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195672.00    | 0.00%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113950.50    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184168.00    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94115.00     | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173630.00    | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39078.00     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410560.00    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145237.50    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115794.00    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91941.00     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145224.00    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $129394.50    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $9772812.50   | 0.23%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268572.00    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $9419984.38   | 0.23%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158662 | PA      | $147962.66    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CC8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    150000 | PA      | $150034.50    | 0.00%             | 2023-01-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82239.00     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177250.00    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $93391.00     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419AXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424399 | PA      | $424471.03    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $624610.00    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190204.00    | 0.00%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $86668.00     | 0.00%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $133308.00    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93413.00     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68011.00     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $760410.00    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147015.00    | 0.00%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96880.00     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $235104.00    | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240497.50    | 0.01%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8241 | PA      | $8241.57      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190626.00    | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ENEJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $932310.00    | 0.02%             | 2024-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $448720.00    | 0.01%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174632.00    | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAN3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150241.50    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    150000 | PA      | $140194.50    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AN4T4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $446880.00    | 0.01%             | 2026-06-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    237000 | PA      | $230361.63    | 0.01%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93107.00     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81875.00     | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94928.00     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133100 | PA      | $129474.75    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $204759.00    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360689 | PA      | $336864.30    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA GA WTR & WSTWTR REVENUE                                                 | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $96112.88     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                       | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $284574.15    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207590.00    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97375.00     | 0.00%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161102.00    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $197085.00    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124452.00    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141141.00    | 0.00%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82347 | PA      | $83599.59     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91932.00     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $234997.50    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137643.00    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189809.10    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106891.00    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97531.00     | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73975.00     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6500000 | PA      | $6200514.06   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3481730 | PA      | $3059299.91   | 0.07%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96170.00     | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145752.00    | 0.00%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $142062.00    | 0.00%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243645.00    | 0.01%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $8264546.85   | 0.20%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4119156.25   | 0.10%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306078.50    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456210.00    | 0.01%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144847.50    | 0.00%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87997.00     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214946 | PA      | $1124874.59   | 0.03%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4028588 | PA      | $3543113.70   | 0.08%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129928 | PA      | $125499.64    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568059 | PA      | $509926.18    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89197.00     | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89337.00     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88866.00     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126714.00    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167076.00    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248380 | PA      | $202869.24    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264873.00    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2535945 | PA      | $2178862.76   | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144045.00    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294807.00    | 0.01%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CHQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389549 | PA      | $366270.11    | 0.01%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192162.00    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197334.00    | 0.00%             | 2032-05-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147128.00    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $896900.00    | 0.02%             | 2026-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS CNTY TX HOSP DIST                                                        | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105371.20    | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $127435.50    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | Barclays Bank PLC                                                               | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196390.00    | 0.00%             | 2024-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181069 | PA      | $179530.03    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96383.00     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306YA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242693 | PA      | $233206.91    | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3850625.00   | 0.09%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    821888 | PA      | $798477.79    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Partners LP / Regency Energy Finance Corp                        | Energy Transfer LP / Regency Energy Finance Corp                                | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148581.00    | 0.00%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76125 | PA      | $71635.53     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95016.00     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80988.00     | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81915.00     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81607.00     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143791.50    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36326 | PA      | $34826.27     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $34952.50     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46758 | PA      | $44389.04     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    869649 | PA      | $825023.74    | 0.02%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365384.00    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | National Retail Properties Inc                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $42619.50     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121542.00    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94023.00     | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209178.00    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9J76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40051 | PA      | $37884.63     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $112860.00    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155254.00    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79791.00     | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $278973.00    | 0.01%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $70659.00     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248985.00    | 0.01%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138312.00    | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159720.00    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $75900.00     | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74875.00     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $321070.00    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376532.00    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    150000 | PA      | $135112.50    | 0.00%             | 2025-08-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $196462.50    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71152.00     | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93711.00     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89167.00     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100720.00    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100423.50    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $93688.00     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7392390.63   | 0.18%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $412810.00    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128215 | PA      | $117706.13    | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048AL2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $194780.00    | 0.00%             | 2024-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $195360.00    | 0.00%             | 2025-08-26      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141288.00    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ATJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88321 | PA      | $85278.33     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $92326.00     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6109593.77   | 0.15%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343352.00    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41019.00     | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148768.50    | 0.00%             | 2023-11-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80110.00     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112876.50    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78459.00     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104245.50    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222685.00    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1150000 | PA      | $1101516.00   | 0.03%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AXJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12843 | PA      | $12483.27     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101962 | PA      | $96761.34     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196196.00    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194948.00    | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69888.00     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195318.00    | 0.00%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101666.00    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RNY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9766 | PA      | $9787.97      | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12350000 | PA      | $11767716.77  | 0.28%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572712.00    | 0.01%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147652.50    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317099 | PA      | $298692.42    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912490.00    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1061622 | PA      | $930151.36    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149740.50    | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BlackRock Inc                                                                   | CUSIP: 09247XAL5<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    224000 | PA      | $220942.40    | 0.01%             | 2024-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $902237.99    | 0.02%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193558.00    | 0.00%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219892.50    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81296.00     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175587 | PA      | $170306.14    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184322.00    | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9750000 | PA      | $9531767.60   | 0.23%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    224000 | PA      | $232852.48    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246822.50    | 0.01%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162970.00    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6G93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27889 | PA      | $29460.60     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HL4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18879 | PA      | $17268.69     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518210.00    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100279.50    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238362.50    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $135124.00    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1355145.00   | 0.03%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273153.00    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55927.00     | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157579.20    | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169276.50    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $96634.00     | 0.00%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $169834.00    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48736.50     | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443695.50    | 0.01%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138693.00    | 0.00%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJR36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1017863 | PA      | $931052.24    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BlackRock Inc                                                                   | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162734.00    | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227688 | PA      | $220220.41    | 0.01%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208907.50    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255855.00    | 0.01%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5AQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82384 | PA      | $75250.62     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93840.00     | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WBBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36461 | PA      | $35465.95     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M74K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22710 | PA      | $23237.81     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81739.00     | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593916 | PA      | $576079.18    | 0.01%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167988.00    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142110.00    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90313.00     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143050.50    | 0.00%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6158944 | PA      | $5090062.43   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92060.00     | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1205568.00   | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455336 | PA      | $425259.51    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3866718.76   | 0.09%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147954.00    | 0.00%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437540 | PA      | $411342.21    | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178116.00    | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    450000 | PA      | $348579.00    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1363544 | PA      | $1122811.56   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79975.00     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175698 | PA      | $1056123.42   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178934.00    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144453.00    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903AY1<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96859.00     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416W7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332818 | PA      | $313955.39    | 0.01%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195946.00    | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91138.00     | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222952.50    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YAZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589670 | PA      | $553249.80    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                  | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $237692.50    | 0.01%             | 2024-09-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140607.25    | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97043.00     | 0.00%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184292.00    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KGWD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622803 | PA      | $576356.83    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3900914.05   | 0.09%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210678.00    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141014.00    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155400.00    | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89126.00     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    986779 | PA      | $905901.75    | 0.02%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241914.00    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244822.50    | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181208.00    | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242672.50    | 0.01%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $144562.00    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NKP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37906 | PA      | $36406.65     | 0.00%             | 2028-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99303.00     | 0.00%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210672.50    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $366380.00    | 0.01%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79446.00     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160365.00    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141370.50    | 0.00%             | 2054-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75176.00     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $170998.00    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8XX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948606 | PA      | $920244.15    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130285.50    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $72794.00     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285477.00    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9572399 | PA      | $7897277.77   | 0.19%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303551.50    | 0.01%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $146439.00    | 0.00%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $104754.00    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74505.00     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $143173.50    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291537 | PA      | $292682.37    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205170.00    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $168471.03    | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87635.00     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100567.00    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183522.00    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $386348.00    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97786.00     | 0.00%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138213.00    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191614.00    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141966.00    | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    131000 | PA      | $140134.63    | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95447.00     | 0.00%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8244335.98   | 0.20%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142478.00    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $931750.00    | 0.02%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213345.00    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96893.00     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125505.00    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145964.00    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826708 | PA      | $725329.08    | 0.02%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3763655 | PA      | $3230868.19   | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181490.00    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367556 | PA      | $345756.19    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174762.00    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133891.50    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WVEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205162 | PA      | $199314.88    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209702.50    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $481880.00    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J93G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895339 | PA      | $818160.92    | 0.02%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121143.10    | 0.00%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296103.00    | 0.01%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102810.00    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238882.50    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145011.00    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1293784 | PA      | $1179951.55   | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95355 | PA      | $92619.26     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147930.00    | 0.00%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226497.50    | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    813000 | PA      | $654692.64    | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240082.50    | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115779.00    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418216.50    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176371 | PA      | $166731.48    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166576.50    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    209000 | PA      | $186992.30    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2430000 | PA      | $2287642.58   | 0.05%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335B6G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212882 | PA      | $213124.86    | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77738.00     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294133 | PA      | $240128.27    | 0.01%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82546.00     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $10354013.65  | 0.25%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $432485.00    | 0.01%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462530.00    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAH6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197628.00    | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $199323.00    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97102.00     | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $149454.00    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65457.00     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    625000 | PA      | $556168.75    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145608.00    | 0.00%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127507.90    | 0.00%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227442.50    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94292.00     | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131098.50    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94644 | PA      | $93783.46     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348572.00    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97955.00     | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309403.50    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165416.00    | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                 | CUSIP: 95000CBB8<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   1330400 | PA      | $1251696.09   | 0.03%             | 2059-01-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178488 | PA      | $153985.68    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248432.50    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132918.00    | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HQ6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56596 | PA      | $53446.08     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154938 | PA      | $149505.48    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130159.50    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144990.00    | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178708.00    | 0.00%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529980.00    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235670.00    | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293692.00    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $84324.00     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206280.00    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143174.00    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17800000 | PA      | $12938375.00  | 0.31%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262842.00    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300595 | PA      | $283843.45    | 0.01%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113773 | PA      | $110356.62    | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36207FBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102057 | PA      | $100080.56    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190124.00    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93582.00     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91777.00     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258584 | PA      | $241105.01    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $433560.00    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EP4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54281 | PA      | $49580.80     | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93769 | PA      | $84782.20     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2096833 | PA      | $1873261.53   | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96867.50     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47774.50     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5852578.14   | 0.14%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91806.00     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303996 | PA      | $286972.37    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $383438.00    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479640.00    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $179282.00    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247377.00    | 0.01%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360544.00    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140353.50    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413960.00    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2801444 | PA      | $2178645.18   | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139420.50    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88208.00     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AX53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145214 | PA      | $136982.76    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156984 | PA      | $148192.75    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92876.00     | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7YR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50760 | PA      | $48020.39     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DC9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88900.63     | 0.00%             | 2025-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y4KV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183264 | PA      | $171944.57    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4153712 | PA      | $3422017.19   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82890 | PA      | $79777.62     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5503429.70   | 0.13%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228198.00    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $209887.50    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $7001312.50   | 0.17%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RAT6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83852.00     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $326056.50    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93455.00     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95220.00     | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292LJD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158975 | PA      | $150127.84    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379961 | PA      | $338617.72    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146448.00    | 0.00%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5Z28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412816 | PA      | $398340.54    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169670.00    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93497.84     | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131644.50    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X4WG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159668 | PA      | $154910.21    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79468.00     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164522.00    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158263.50    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151737.00    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $302585.50    | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187892.00    | 0.00%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190068.00    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $616214.00    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163404.00    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194535.00    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $247726.50    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154470.00    | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137506.50    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225307.50    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $81214.00     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213047.50    | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205612.50    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $231660.00    | 0.01%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473575 | PA      | $459352.61    | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1296371 | PA      | $1161037.34   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208984 | PA      | $198325.43    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174792.00    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79501.00     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84518.00     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187534.00    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144076.00    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591ER9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $485140.00    | 0.01%             | 2024-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                                                                   | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101190.60    | 0.00%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1272286 | PA      | $989393.20    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510296 | PA      | $448004.48    | 0.01%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31364FDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    164000 | PA      | $178799.36    | 0.00%             | 2027-10-08      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130999.50    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73296.00     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    952942 | PA      | $862487.00    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $229372.50    | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142873.50    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4289941.40   | 0.10%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77218 | PA      | $78514.73     | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456457.50    | 0.01%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $191490.00    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96106.70     | 0.00%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $880106.23    | 0.02%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XYG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81487 | PA      | $76453.64     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512567 | PA      | $499188.37    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157618.50    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86525.00     | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224947.50    | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32960 | PA      | $32679.71     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    959140 | PA      | $883905.56    | 0.02%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118678.50    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258744 | PA      | $243724.83    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $912000.00    | 0.02%             | 2025-07-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146739.00    | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235115.00    | 0.01%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135657.00    | 0.00%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96197.00     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RAZ2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93371.00     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4F84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262656 | PA      | $253090.81    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    719430 | PA      | $679936.91    | 0.02%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221095.00    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                          | Deutsche Bank AG/London                                                         | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147511.50    | 0.00%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177308.00    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93236.00     | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $120711.60    | 0.00%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333760.00    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $475210.00    | 0.01%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356868.00    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247905.00    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581242 | PA      | $581231.55    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $108649.00    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $159334.00    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A8RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28116 | PA      | $27328.34     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $465925.00    | 0.01%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VS50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207917 | PA      | $192539.41    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307DZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7115 | PA      | $7032.91      | 0.00%             | 2023-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191262.00    | 0.00%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $110310.00    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1776060 | PA      | $1527929.61   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $71881.00     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216635.00    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287046.00    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84107.00     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204668.00    | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182390.00    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169546.00    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162568.00    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MBKA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225569 | PA      | $212811.88    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $345285.00    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92252.00     | 0.00%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80505.00     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345955 | PA      | $365370.63    | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8893632.86   | 0.21%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71613.00     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140385.00    | 0.00%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97185.00     | 0.00%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398972.00    | 0.01%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $84780.00     | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226145.00    | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83462 | PA      | $78742.05     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127380.00    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93500.00     | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GU4P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85163 | PA      | $80423.66     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148272 | PA      | $134060.76    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79149.00     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238987.50    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77249.00     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BankUnited Inc                                                                  | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99341.00     | 0.00%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229527 | PA      | $218890.48    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $174806.00    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159556.00    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117916.50    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195582.50    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82737.00     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233697.00    | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130350.00    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235511 | PA      | $206406.08    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAF0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146085.00    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $366712.00    | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7343446 | PA      | $6321488.64   | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169719.00    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $66882.30     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136653.00    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $376150.00    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104606.25    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $175402.50    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1864857 | PA      | $1690849.78   | 0.04%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179956.00    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98903.00     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283287.00    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118468.50    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212250.00    | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198868.00    | 0.00%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172788.00    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $277336.00    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188222.00    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455301 | PA      | $438445.91    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492075.00    | 0.01%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312687.00    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156681 | PA      | $148544.04    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91640.00     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | Magellan Midstream Partners LP                                                  | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176228.00    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XS5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    330000 | PA      | $334589.64    | 0.01%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181916.00    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $115141.50    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114453.00    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85885.00     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79000.00     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95060.00     | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92045.00     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169532.00    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $159720.00    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202755.00    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1254469 | PA      | $1097901.59   | 0.03%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134215.50    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $158668.00    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    195000 | PA      | $166892.70    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK26                                                                 | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $251413.13    | 0.01%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                        | CUSIP: 86960BAX0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $247362.50    | 0.01%             | 2023-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287588 | PA      | $252314.36    | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $159270.00    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80638.00     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67116 | PA      | $61453.35     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87716 | PA      | $84995.54     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5478281.28   | 0.13%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $533039.00    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    114000 | PA      | $114835.62    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $188408.00    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449000 | PA      | $422863.43    | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7619753 | PA      | $6297368.25   | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129897.00    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149641 | PA      | $149666.25    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JM5V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72513 | PA      | $68452.13     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140584.00    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    200000 | PA      | $167286.00    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93829.00     | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417HBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454181 | PA      | $429248.22    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147058.50    | 0.00%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180SNG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12644 | PA      | $11946.87     | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136917.30    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61435 | PA      | $59219.61     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37470.64     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $223244.64    | 0.01%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7552031.28   | 0.18%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $155260.00    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188338.00    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MDZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175843 | PA      | $165897.85    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1427617 | PA      | $1253524.64   | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119931.00    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126247.50    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    400000 | PA      | $364488.00    | 0.01%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151873.50    | 0.00%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $150348.00    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80628.00     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $129600.00    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22063 | PA      | $20463.54     | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49726 | PA      | $44992.45     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1538214 | PA      | $1424132.63   | 0.03%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4813 | PA      | $4924.55      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390712.00    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150364.00    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $348029.10    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AJDU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38856 | PA      | $38437.44     | 0.00%             | 2023-12-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451540.00    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83638.00     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351855.90    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    250000 | PA      | $220860.00    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7027890.66   | 0.17%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134702.00    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A2HW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30829 | PA      | $30834.18     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96116.00     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8RW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57042 | PA      | $55606.79     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     95000 | PA      | $83418.55     | 0.00%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    793842 | PA      | $694764.26    | 0.02%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387907 | PA      | $1247231.85   | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244000.00    | 0.01%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $100015.50    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339216.50    | 0.01%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $112172.00    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236297.40    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $157830.00    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $449440.00    | 0.01%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276731 | PA      | $1191845.37   | 0.03%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52737.00     | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88191.00     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248976.00    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $742003.66    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92667.00     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85827.00     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187796.00    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90784.00     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XBXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81578 | PA      | $79139.27     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90721.00     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615639 | PA      | $556633.87    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $161355.00    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    100000 | PA      | $73288.00     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $453012.25    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L6NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386036 | PA      | $374672.90    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96136.00     | 0.00%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1658558.11   | 0.04%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    450000 | PA      | $428899.50    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337645.00    | 0.01%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148341.00    | 0.00%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74212.00     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $139518.60    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140839.50    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430110.00    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $88113.00     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220967.50    | 0.01%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KGGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211755 | PA      | $203312.14    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7L94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136008 | PA      | $135481.26    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335440.00    | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271970.00    | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $349745.00    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81014 | PA      | $72360.51     | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53215 | PA      | $47663.46     | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221575.00    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89795.00     | 0.00%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $120202.00    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $143952.00    | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $250884.00    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32019.00     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139621.50    | 0.00%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264867.00    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10530996.08  | 0.25%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176WYH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272577 | PA      | $267298.76    | 0.01%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381285.00    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $221032.50    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61608.00     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49394.50     | 0.00%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84444 | PA      | $83758.75     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132195.00    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144042.00    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $139840.50    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183828.00    | 0.00%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $451414.50    | 0.01%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    100000 | PA      | $81826.00     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263164 | PA      | $243536.27    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115859.90    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92982.00     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                                                              | RWJ Barnabas Health Inc                                                         | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33024.00     | 0.00%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206112.50    | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | Physicians Realty LP                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    100000 | PA      | $95117.00     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542624.50    | 0.01%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3301054.70   | 0.08%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42425.00     | 0.00%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282774.00    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193266.45    | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79736.00     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72613.00     | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205062.50    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144760.50    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123567 | PA      | $116916.44    | 0.00%             | 2027-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139438.50    | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240495.00    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74509.00     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94903.00     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403C5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70523 | PA      | $74291.60     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $286209.00    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $369180.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $461670.00    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $444215.00    | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $182036.00    | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474776 | PA      | $438607.61    | 0.01%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31346Y2X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038006 | PA      | $895512.78    | 0.02%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7SB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53105 | PA      | $52259.95     | 0.00%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A14W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58517 | PA      | $57565.95     | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2203996 | PA      | $1942488.93   | 0.05%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88118 | PA      | $85032.47     | 0.00%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234190.00    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142641.00    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135424.50    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JKEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566808 | PA      | $545141.30    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EMRZ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    800000 | PA      | $758712.00    | 0.02%             | 2024-02-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181330.00    | 0.00%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144106.50    | 0.00%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2088282 | PA      | $1876677.80   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $564191.61    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $122194.50    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69322 | PA      | $64804.58     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                       | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    818500 | NS      | $818500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234315.00    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L65V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59441 | PA      | $57540.26     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156422 | PA      | $149173.53    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                                         | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105402.50    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ASMH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17582 | PA      | $17035.56     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164419 | PA      | $153806.14    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3689160 | PA      | $3252997.60   | 0.08%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525679.00    | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $129553.50    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93192.00     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178205.40    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461613 | PA      | $405011.78    | 0.01%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182746.00    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $142014.00    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110507.00    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236787.50    | 0.01%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $266124.00    | 0.01%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180086.00    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201954.00    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277383.00    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $68498.30     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46191.00     | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97775.00     | 0.00%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3749408.21   | 0.09%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $80827.00     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $173022.00    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $78931.00     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451090.00    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    250000 | PA      | $245547.50    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209398 | PA      | $201453.20    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BGB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498862 | PA      | $471098.66    | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250599 | PA      | $240607.51    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105685.00    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135048 | PA      | $123465.25    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145186.50    | 0.00%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641199.00    | 0.02%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                                         | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $243080.00    | 0.01%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $92269.50     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1981155 | PA      | $1802925.96   | 0.04%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $137566.00    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107086.50    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WBW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251502 | PA      | $203954.40    | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128367.00    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312935HY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56370 | PA      | $54984.87     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $507125.00    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95980.00     | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $79074.00     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $342370.00    | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151763 | PA      | $146909.49    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245560.00    | 0.01%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84499.00     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84997.00     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86836.00     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134088.00    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462600.00    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155553 | PA      | $153790.32    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269280.00    | 0.01%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ARG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190767 | PA      | $190800.73    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178948.00    | 0.00%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                     | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76695.00     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140539.50    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86913 | PA      | $77372.20     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82827.00     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196385.00    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92247.00     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127105.50    | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $192490.00    | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78617.25     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $76679.00     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $156092.00    | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97639.00     | 0.00%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $96364.00     | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $69175.00     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $427938.50    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184735 | PA      | $1056511.23   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M3RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254858 | PA      | $240697.62    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185808.00    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183793.35    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $392512.50    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $632590.00    | 0.02%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84290.00     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W93S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529082 | PA      | $513262.77    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51079.50     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87635.00     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $152594.00    | 0.00%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279468 | PA      | $271449.87    | 0.01%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369624.50    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $9299062.50   | 0.22%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $71763.00     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75714.00     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $219436.00    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $243656.00    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126801.00    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151594.50    | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64990GWW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    220000 | PA      | $171839.36    | 0.00%             | 2043-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141577.50    | 0.00%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAM5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251125.00    | 0.01%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAP8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141756.00    | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108140 | PA      | $99294.14     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353688.00    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236841.00    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PX2A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86019 | PA      | $82973.32     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72982.00     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286128.00    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121566.00    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101727.00    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $241600.00    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $358772.25    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7009640.66   | 0.17%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71267.00     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73623.00     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577068.00    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144615.00    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392240.00    | 0.01%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84980.00     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219414.00    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225501.00    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12156 | PA      | $12327.87     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675747 | PA      | $650108.27    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAE4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    232000 | PA      | $236776.88    | 0.01%             | 2025-11-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $135489.00    | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190098.00    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142330.50    | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140119 | PA      | $123014.44    | 0.00%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98257.00     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312943ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61198 | PA      | $59658.27     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189638.00    | 0.00%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176462.00    | 0.00%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98241.00     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123312 | PA      | $116154.11    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342401.50    | 0.01%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LTKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858893 | PA      | $810318.06    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50840.16     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC23 Mortgage Trust                                                   | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $313349.95    | 0.01%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    224000 | PA      | $199579.52    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $130909.50    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $862856.50    | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132223.50    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112534.70    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42750.00     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3338565 | PA      | $2943852.88   | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1072089 | PA      | $915649.10    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219664.00    | 0.01%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293424.00    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    345000 | PA      | $301509.30    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $563667.00    | 0.01%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9693945.30   | 0.23%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176432.00    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79214.00     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109697 | PA      | $102549.07    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147187.50    | 0.00%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91769.00     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272859.00    | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WU7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15156 | PA      | $14542.87     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79219.00     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116969.00    | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                                                | Crane Holdings Co                                                               | CUSIP: 224399AR6<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99322.00     | 0.00%             | 2023-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $138117.00    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2198884 | PA      | $1808143.40   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380256.00    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188398.00    | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26141 | PA      | $26368.49     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301865 | PA      | $279982.97    | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $37492.50     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $95096.00     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPHK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198997 | PA      | $182393.12    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237429.00    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236560 | PA      | $229772.41    | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138255.00    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307BGG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191641 | PA      | $181459.27    | 0.00%             | 2028-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187511 | PA      | $172172.56    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505902 | PA      | $489723.55    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42305.50     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170086.50    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140632.00    | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKCK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30009 | PA      | $29195.58     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88352.00     | 0.00%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35025 | PA      | $31992.93     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342895.00    | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372028.00    | 0.01%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219247.50    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158782.00    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233404.00    | 0.01%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194940.00    | 0.00%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8387936 | PA      | $6922693.76   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92723.00     | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178462.00    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313803.00    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $30502.00     | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82816.00     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48320.00     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $429534.00    | 0.01%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ASLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113757 | PA      | $113776.58    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $200237.50    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276440.00    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182694.00    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192562.00    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165628.00    | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261576.00    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99020 | PA      | $95363.12     | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160898 | PA      | $137485.73    | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193378.00    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213022.50    | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     96000 | PA      | $89454.72     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30084.00     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1095010 | PA      | $958344.08    | 0.02%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345668.00    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165008.00    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192670.00    | 0.00%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8A84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220932 | PA      | $207537.85    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AS33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75852 | PA      | $71630.21     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390516.00    | 0.01%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269974 | PA      | $236879.96    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65885.00     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8040468.75   | 0.19%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134437 | PA      | $134232.57    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128966 | PA      | $119347.89    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $155064.00    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114741.00    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206312.50    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318599 | PA      | $306510.37    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119935.50    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    707000 | PA      | $556783.71    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39143.50     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334516.00    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101965.50    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310325 | PA      | $276787.72    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9UY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307571 | PA      | $310400.29    | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4606535.17   | 0.11%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201812.50    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160438.00    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129537.00    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1434784 | PA      | $1234698.94   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85934.70     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180156.00    | 0.00%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105957 | PA      | $98958.54     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141986.90    | 0.00%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $31332.50     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851853 | PA      | $803676.05    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $76311.40     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113252.48    | 0.00%             | 2035-04-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8AR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125612 | PA      | $120932.56    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122230.50    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100621 | PA      | $97659.08     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17867 | PA      | $17827.45     | 0.00%             | 2030-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7WS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268424 | PA      | $270997.65    | 0.01%             | 2043-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1242331 | PA      | $1116411.32   | 0.03%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101552 | PA      | $90704.69     | 0.00%             | 2047-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277929.00    | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223397.50    | 0.01%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82587.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398067 | PA      | $378146.46    | 0.01%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6323367.20   | 0.15%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156782.00    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402768.00    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52079.20     | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    125000 | PA      | $91191.75     | 0.00%             | 2048-02-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514490 | PA      | $451422.56    | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393430.50    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136546.00    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79251.00     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $144642.00    | 0.00%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154230.00    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $478131.88    | 0.01%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296UZX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159070 | PA      | $156015.85    | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830306 | PA      | $715418.16    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95423.00     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130416.00    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $124648.50    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121680.00    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44208 | PA      | $40397.46     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72429.00     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126718.50    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127985.70    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206218.00    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                                          | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $246507.50    | 0.01%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312942L86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66315 | PA      | $64646.47     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79174.00     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132260.00    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245785.00    | 0.01%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175550 | PA      | $150152.20    | 0.00%             | 2036-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31400QZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203775 | PA      | $209913.39    | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385324 | PA      | $373623.25    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130ARHG9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $970180.00    | 0.02%             | 2024-02-28      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91353.00     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62012.00     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1579740 | PA      | $1382575.57   | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $188132.00    | 0.00%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284544.00    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88938.00     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $151365.00    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91102.00     | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $183866.00    | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $512751.20    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2193559 | PA      | $1985829.79   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833516 | PA      | $777173.47    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264066.00    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $130764.00    | 0.00%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8011500.00   | 0.19%             | 2023-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124686.00    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47812.00     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186032.00    | 0.00%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124051.50    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10850000 | PA      | $10291394.59  | 0.25%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204657.50    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96839.00     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144619.50    | 0.00%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158142.00    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CYM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $233326.50    | 0.01%             | 2028-08-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $120081.00    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75977.00     | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311925.25    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417ES44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54407 | PA      | $49716.83     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $125593.00    | 0.00%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292952 | PA      | $263669.57    | 0.01%             | 2035-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $435445.00    | 0.01%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $118170.00    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $183932.50    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6930318 | PA      | $5913258.69   | 0.14%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328384.00    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159537.00    | 0.00%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189048.00    | 0.00%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76620.00     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    414896 | PA      | $400366.17    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $319845.50    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162452.00    | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $209975.00    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150855.00    | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MBMB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48125 | PA      | $43976.98     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82269.00     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2013-LC12                                  | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAG6<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   1409000 | PA      | $1393176.03   | 0.03%             | 2046-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $87952.00     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    100000 | PA      | $87840.00     | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $92894.00     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78065.00     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $661428.00    | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202460.00    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277641.00    | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90290 | PA      | $93009.66     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512955 | PA      | $464122.12    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8WD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173324 | PA      | $166907.75    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492460.00    | 0.01%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3204254 | PA      | $2740163.67   | 0.07%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11026748.09  | 0.26%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329NJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1108092 | PA      | $1108279.24   | 0.03%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37144 | PA      | $36827.98     | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47872 | PA      | $46310.40     | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $848463.75    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $46837.50     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76231.00     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5738769 | PA      | $4918370.97   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275223.00    | 0.01%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256878.00    | 0.01%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344624.00    | 0.01%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569040.00    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $119566.50    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200726.00    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541134 | PA      | $500387.28    | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $151272.00    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344617.00    | 0.01%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109726.00    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAE3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138379.50    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47121 | PA      | $44805.85     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81958.00     | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8900000 | PA      | $7978710.98   | 0.19%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828V23<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5575200 | PA      | $5430157.72   | 0.13%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283287.00    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191116.00    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    430000 | PA      | $371214.70    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $615953.00    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $306397.00    | 0.01%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $405815.00    | 0.01%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $291147.50    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191050.00    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4504360.00   | 0.11%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234757.50    | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96168.00     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $328036.00    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186186.00    | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47475.00     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237882.00    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106696.50    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161838.00    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108451.50    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479895.00    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $47000.50     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $260040.00    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123903.00    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96150.00     | 0.00%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100569.00    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239630.00    | 0.01%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239988.00    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GUMA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33718 | PA      | $31438.54     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $334383.00    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1088917 | PA      | $978546.94    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $235707.50    | 0.01%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143598.00    | 0.00%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25551 | PA      | $24792.21     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223092.50    | 0.01%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140716.50    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $199056.00    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955300 | PA      | $1042695.03   | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369828.00    | 0.01%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118590.00    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79161.00     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $87926.00     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1934535 | PA      | $1738454.43   | 0.04%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87162.00     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313309.50    | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                 | CUSIP: 95000CAZ6<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $674105.48    | 0.02%             | 2059-01-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $192447.50    | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133138.50    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137419.50    | 0.00%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2644999 | PA      | $2380532.52   | 0.06%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181728.00    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $175342.00    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75711.00     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ASSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297412 | PA      | $297464.73    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67043.00     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53916.00     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194338.00    | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    150000 | PA      | $144642.00    | 0.00%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $84028.00     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    162000 | PA      | $150611.40    | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $407052.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    859035 | PA      | $801764.34    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $505170.00    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JNCS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64595 | PA      | $62814.85     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345127 | PA      | $318048.39    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114142.50    | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112866.00    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $9515785.13   | 0.23%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195674.00    | 0.00%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337901 | PA      | $300569.77    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195000.00    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201660 | PA      | $185674.98    | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140706.00    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172457 | PA      | $173916.05    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $599004.00    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16229 | PA      | $16246.01     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3602900 | PA      | $3459909.91   | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96048.00     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $420957.00    | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260217.50    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99006.00     | 0.00%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140865.00    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145323.00    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87486.00     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                             | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192814.00    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146500.00    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160892.50    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69279.00     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338124.00    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52825.00     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195930.00    | 0.00%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    430000 | PA      | $445230.60    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y0MU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53126 | PA      | $52524.29     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180981.00    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     95000 | PA      | $84202.30     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92183.00     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116009 | PA      | $101847.76    | 0.00%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2505300 | PA      | $2162974.25   | 0.05%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128208.60    | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7UW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707075 | PA      | $660369.31    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83846.00     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $370980.00    | 0.01%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177324.00    | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87849.35     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3023380 | PA      | $2695575.71   | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1192143 | PA      | $1043354.08   | 0.03%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120291.00    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234265.00    | 0.01%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GVZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93334 | PA      | $87745.58     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522416 | PA      | $497000.52    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99088.00     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266172 | PA      | $247777.97    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30197 | PA      | $28359.26     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1823340.00   | 0.04%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66113.00     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768556 | PA      | $686609.60    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493910.00    | 0.01%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAG4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $79092.00     | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300144 | PA      | $1139469.24   | 0.03%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94459.00     | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246992 | PA      | $232442.43    | 0.01%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134008.50    | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416RRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37412 | PA      | $37414.59     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294703.50    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUR8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148281.00    | 0.00%             | 2024-01-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136358.00    | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210512.50    | 0.01%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36177N7C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141950 | PA      | $130427.28    | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $916350.00    | 0.02%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8292656.25   | 0.20%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $606417.50    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46088 | PA      | $47984.32     | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382228.00    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $90668.95     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $225802.50    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192652.00    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297652.00    | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $252409.50    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TF83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81363 | PA      | $78220.75     | 0.00%             | 2032-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    144000 | PA      | $154177.92    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3129404Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47807 | PA      | $47861.38     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200047.50    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126559.50    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                               | STORE Capital Corp                                                              | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    100000 | PA      | $77184.00     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101570.00    | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94875 | PA      | $84077.13     | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46977.50     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME5D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1092531 | PA      | $1030115.15   | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194954.00    | 0.00%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $165470.00    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2205848 | PA      | $1982330.91   | 0.05%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312939C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28784 | PA      | $28814.25     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206012.00    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WBRC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200282 | PA      | $199783.11    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $147292.00    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $271893.00    | 0.01%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121923.00    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165828.00    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1509500 | PA      | $1664164.79   | 0.04%             | 2027-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476130.00    | 0.01%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172160.00    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $203124.00    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1616915 | PA      | $1476912.62   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    150000 | PA      | $122196.00    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130768.50    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188330.00    | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210008 | PA      | $202252.21    | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9400000 | PA      | $8384726.59   | 0.20%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147966.00    | 0.00%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1830000 | PA      | $1775209.80   | 0.04%             | 2024-09-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    150000 | PA      | $112956.00    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85378 | PA      | $78022.75     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91189 | PA      | $89214.87     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77744.00     | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $449364.25    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2859592 | PA      | $2521507.87   | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173010.00    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149451.00    | 0.00%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91531.50     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185770.00    | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YR5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336122 | PA      | $304123.58    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94077.00     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5595117.18   | 0.13%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $163810.00    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100213.00    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765955 | PA      | $710432.31    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141700.50    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165724.50    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $252258.00    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288969.00    | 0.01%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $117762.00    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332535.00    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96591.00     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333893.00    | 0.01%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43711.00     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $741928.00    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860096 | PA      | $733904.22    | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121881.00    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    610259 | PA      | $601054.54    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65271.75     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    445305 | PA      | $441619.71    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $92357.00     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423256.50    | 0.01%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $333914.00    | 0.01%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85898.00     | 0.00%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $398120.00    | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4853465 | PA      | $4163391.69   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850391 | PA      | $757695.39    | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135878.00    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $181098.00    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144579.00    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191418.00    | 0.00%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138981.00    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137049.00    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101420.00    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $84195.00     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $187996.00    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172495.50    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137971.50    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73886.00     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173840.00    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    743672 | PA      | $707492.09    | 0.02%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76150 | PA      | $75502.31     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188056.00    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69407.00     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BE9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197370.00    | 0.00%             | 2023-11-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94018.00     | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306449.50    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    150000 | PA      | $135999.00    | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $195656.00    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177120.00    | 0.00%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292613 | PA      | $268677.58    | 0.01%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91504.00     | 0.00%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LY4U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27173 | PA      | $25636.02     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XX3V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314577 | PA      | $302644.54    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179188.00    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31406GUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322211 | PA      | $334351.89    | 0.01%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97098.00     | 0.00%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240402.50    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139830.00    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276602.50    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73676.00     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345212.00    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98941.00     | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140365.50    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $527560.00    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61868 | PA      | $65346.78     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183370.00    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184304.00    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2863225 | PA      | $2441261.09   | 0.06%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $273714.00    | 0.01%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76917.00     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7274121.08   | 0.17%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $365485.50    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291856 | PA      | $272451.57    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AF8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $177732.50    | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    380000 | PA      | $353388.60    | 0.01%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRLZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44103 | PA      | $42907.36     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $238097.50    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228093 | PA      | $228842.50    | 0.01%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120186.00    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $272604.00    | 0.01%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74176.00     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312939JE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34394 | PA      | $34433.37     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $66520.28     | 0.00%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4795992.21   | 0.11%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $248781.60    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67926.00     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $223317.00    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $157900.50    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245225.00    | 0.01%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111335 | PA      | $106636.95    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $188368.00    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M72V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63850 | PA      | $66463.75     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $1022062.50   | 0.02%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172532.00    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70351 | PA      | $66331.43     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332756.00    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227752.50    | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146658.00    | 0.00%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130946.00    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90183.00     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9H70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150899 | PA      | $151071.78    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187942.00    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80444.00     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    856111 | PA      | $857086.20    | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $512259.00    | 0.01%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $218501.01    | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35080.65     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209807.50    | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $91072.00     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90568.00     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                                        | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                                      | CUSIP: 95737TEK8<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    250000 | PA      | $172803.00    | 0.00%             | 2050-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185868.00    | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5EA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445081 | PA      | $432100.66    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $131638.00    | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $447735.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                     | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $352170.39    | 0.01%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $65860.00     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137820.00    | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $162244.00    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | Canada Government International Bond                                            | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $223295.00    | 0.01%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199944.00    | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80256.00     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101458.50    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129820 | PA      | $128717.12    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165416.00    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                   | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108471.80    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283622.50    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244247.50    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188706.00    | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125442.00    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97934.00     | 0.00%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $958200.00    | 0.02%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M3KW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60936 | PA      | $59171.61     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183200 | PA      | $148287.58    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197556.00    | 0.00%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230320 | PA      | $221514.73    | 0.01%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134034.00    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8950000 | PA      | $7621833.96   | 0.18%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194406.00    | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D53Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143900 | PA      | $133458.17    | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121248.00    | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180478.00    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94116.00     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34762 | PA      | $33401.46     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A4SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38340 | PA      | $38310.82     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86612.00     | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4594743 | PA      | $3937815.56   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377128.00    | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924526 | PA      | $880750.45    | 0.02%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70150.40     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312934HK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19517 | PA      | $19957.29     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101957.50    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133D3JD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313866 | PA      | $283520.81    | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84046.00     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81889.00     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179912.50    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1540791 | PA      | $1414506.43   | 0.03%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96909.00     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208082.00    | 0.00%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85235.20     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230850.00    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $175667.50    | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94129.00     | 0.00%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111623.00    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546982 | PA      | $540783.12    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $135226.50    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180106 | PA      | $179656.42    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157962.00    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6SA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21057 | PA      | $22243.34     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85279.00     | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91840.00     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3554302 | PA      | $3038985.12   | 0.07%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121501.50    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133902.00    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121308.00    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197560.00    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399071 | PA      | $372465.15    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90665.00     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489760.00    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $607845.00    | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9300000 | PA      | $8328585.98   | 0.20%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $38849.68     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84258.00     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4357853 | PA      | $3708764.77   | 0.09%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84981.00     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $164946.00    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403C6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108933 | PA      | $114754.19    | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218330.00    | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132820.00    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79045 | PA      | $74544.62     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187276.00    | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186011 | PA      | $175017.42    | 0.00%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127748 | PA      | $114127.80    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $495120.00    | 0.01%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171320.00    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142929.00    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $210072.50    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141355.50    | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171787.50    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162247 | PA      | $159132.56    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $354158.00    | 0.01%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140245.50    | 0.00%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333140.00    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118945.50    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94102.00     | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127462.50    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | Federal Realty Investment Trust                                                 | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $80750.00     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236767.50    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163165.50    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201187 | PA      | $175963.62    | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428512.50    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    250000 | PA      | $267215.00    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $129630.00    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280173 | PA      | $264792.71    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198394.00    | 0.00%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $97436.00     | 0.00%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92697.00     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88388.00     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X3BF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424380 | PA      | $1358371.86   | 0.03%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319881.00    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88332.00     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $731184.00    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86873.00     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86109.00     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77789.00     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126666 | PA      | $121909.38    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MTE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40791 | PA      | $41687.76     | 0.00%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69832 | PA      | $65219.09     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229770.00    | 0.01%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KGGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241172 | PA      | $223186.20    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315210.00    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28065 | PA      | $26436.00     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $86590.00     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163992.00    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92249.00     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2302207 | PA      | $2017783.28   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $481218.00    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186606.00    | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22295 | PA      | $21581.80     | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138600.00    | 0.00%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104614.00    | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212212.50    | 0.01%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493825.00    | 0.01%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $84009.00     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $236915.00    | 0.01%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183300 | PA      | $176055.79    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90702.00     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423260.00    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370494 | PA      | $359941.55    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89887.50     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105186.00    | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88950.00     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71199.00     | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124209.00    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $129732.00    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117151.50    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94773.00     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103732 | PA      | $86780.74     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AH6<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95821.00     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93323.00     | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146256.00    | 0.00%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $368030.00    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146914.50    | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177827 | PA      | $168385.12    | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94835.00     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $162632.00    | 0.00%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71171.00     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127221.00    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896385 | PA      | $732080.46    | 0.02%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129860.90    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    283000 | PA      | $221439.01    | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44035.50     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141318.00    | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $384223.50    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $292315.00    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293055.00    | 0.01%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117786.00    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $476841.00    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192602.00    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229612.50    | 0.01%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419BBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145799 | PA      | $137535.38    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180940.00    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147072.00    | 0.00%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474187 | PA      | $451734.52    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149028.00    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124780.50    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5DT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    992189 | PA      | $934696.41    | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189470.00    | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93983.00     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83428.00     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84198 | PA      | $77603.73     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133464.00    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174516.00    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Braskem Finance Ltd                                                              | Braskem Finance Ltd                                                             | CUSIP: 10553YAF2<br>LEI: 254900HEUOOGBXNXZM03 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200970.00    | 0.00%             | 2024-02-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95317 | PA      | $90084.13     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94554.00     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7SW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79847 | PA      | $83115.04     | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $357192.00    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139461.00    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X3EZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363224 | PA      | $352364.44    | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $228536.00    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278211.00    | 0.01%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94588.00     | 0.00%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173474.00    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3390214.84   | 0.08%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $210787.50    | 0.01%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X3AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143802 | PA      | $133076.31    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKWZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261044 | PA      | $251139.65    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90736 | PA      | $91632.50     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND                                                                  | Harman International Industries Inc                                             | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73413.00     | 0.00%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189874.00    | 0.00%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78015.00     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $185444.40    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186596.00    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79541.00     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98702.00     | 0.00%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192878.00    | 0.00%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                            | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1886774.02   | 0.05%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45021 | PA      | $41165.70     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198528.00    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94963.00     | 0.00%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $350070.51    | 0.01%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4574226.59   | 0.11%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190728.00    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2573600 | PA      | $2694840.70   | 0.06%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160382.00    | 0.00%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $489410.00    | 0.01%             | 2024-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126583.50    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176608.00    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5574010 | PA      | $4777937.82   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12790 | PA      | $13156.32     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92018 | PA      | $88381.63     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1687651 | PA      | $1486886.82   | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143004.00    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176406.00    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247947.50    | 0.01%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4YV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425897 | PA      | $403294.93    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51979.00     | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $145660.50    | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DR95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449414 | PA      | $393865.41    | 0.01%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85154.00     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217437.50    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147828.00    | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154986.00    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51378.00     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127515.00    | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312938KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401986 | PA      | $402401.41    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169782.00    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1910881.44   | 0.05%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1985000 | PA      | $2219012.90   | 0.05%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1564315 | PA      | $1397522.47   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87261.00     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $79379.00     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256707.00    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76006 | PA      | $75359.65     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140445.00    | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86185.00     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192704.00    | 0.00%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196204.00    | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298808 | PA      | $288343.70    | 0.01%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $402825.00    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360652 | PA      | $1224604.53   | 0.03%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288057.00    | 0.01%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86126.00     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599012 | PA      | $558521.27    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188286.00    | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94511.00     | 0.00%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144729.00    | 0.00%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505970 | PA      | $443947.03    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133602.00    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361052 | PA      | $326447.79    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368891.25    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507392 | PA      | $488608.56    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419ADT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302319 | PA      | $294606.12    | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2015-UBS8                                        | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $378349.35    | 0.01%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146886.00    | 0.00%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147648.00    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2015-C30                                  | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189959.20    | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307851.00    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394824.00    | 0.01%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423760.50    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429670.00    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353948.00    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66963.00     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121294.50    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151099.50    | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762789 | PA      | $652007.74    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320595.00    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $578543.00    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $179212.00    | 0.00%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312944TS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285425 | PA      | $278242.16    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130820.00    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197180.00    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    350000 | PA      | $428986.60    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    400000 | PA      | $439072.00    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    624000 | PA      | $611357.76    | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271778 | PA      | $256372.54    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456038 | PA      | $430071.13    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3339714 | PA      | $2940352.96   | 0.07%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234855.00    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137982.00    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86636.00     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198875.00    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165398.00    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85233.00     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23382 | PA      | $24309.61     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179400.00    | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75853 | PA      | $70956.79     | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85353.00     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    100000 | PA      | $78593.00     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                         | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98003.00     | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77309.00     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $77456.00     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133443.00    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89648.00     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94624.00     | 0.00%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83130 | PA      | $82423.34     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227302.50    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243997.50    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104448 | PA      | $982086.90    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347321 | PA      | $335142.19    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $421033.50    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    100000 | PA      | $86362.00     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170012.00    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65496 | PA      | $63413.02     | 0.00%             | 2031-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $242212.50    | 0.01%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114021 | PA      | $105009.78    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144552.00    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128E5NW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95949 | PA      | $94477.30     | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119916.00    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AQY64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135198 | PA      | $135737.62    | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211605.00    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $182204.00    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69915.00     | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238857.50    | 0.01%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256962.50    | 0.01%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143835.00    | 0.00%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88461.00     | 0.00%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96292.00     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133810.00    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169507.50    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170406.00    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $328860.00    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196226.00    | 0.00%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $490900.00    | 0.01%             | 2024-01-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147630.00    | 0.00%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $150912.00    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267803 | PA      | $253478.17    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102322.50    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102796.00    | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638131.00    | 0.02%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $222276.60    | 0.01%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85890.00     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513CXR2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $190128.00    | 0.00%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9JJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101582 | PA      | $101687.27    | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166105.50    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98083.00     | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132373 | PA      | $127522.81    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90911.00     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106703.00    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74030.00     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $299276.00    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79196 | PA      | $72998.72     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414670.00    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116966 | PA      | $107793.57    | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395192 | PA      | $387675.12    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108561.00    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137766.00    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223920.00    | 0.01%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205170.00    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198094.00    | 0.00%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192234.00    | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580646 | PA      | $542029.26    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349744.50    | 0.01%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282385 | PA      | $270967.07    | 0.01%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021013 | PA      | $833501.54    | 0.02%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231547.50    | 0.01%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82014.00     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72274 | PA      | $72278.82     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1201950 | PA      | $1103815.42   | 0.03%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $621426.00    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    185000 | PA      | $131835.63    | 0.00%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392700.00    | 0.01%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220220.00    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QDY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165821 | PA      | $157522.65    | 0.00%             | 2044-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164280.00    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97278.00     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $76630.00     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $369166.00    | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178GFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90019 | PA      | $85614.95     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138312.00    | 0.00%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97412.00     | 0.00%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2777000 | PA      | $2960976.25   | 0.07%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193096.00    | 0.00%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64393.00     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124818.00    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124807.50    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145495.50    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522511.00    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194658.00    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149317.50    | 0.00%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7320278.88   | 0.18%             | 2052-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                  | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93263.00     | 0.00%             | 2026-01-28      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209157.50    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76442.00     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    712171 | PA      | $656323.31    | 0.02%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84677.00     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224067 | PA      | $217455.26    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225846.20    | 0.01%             | 2024-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $8598078.13   | 0.21%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146737.50    | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $424849.50    | 0.01%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246926 | PA      | $228620.21    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199944.00    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    298000 | PA      | $318612.66    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173116.00    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8231487 | PA      | $6782491.89   | 0.16%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186330.00    | 0.00%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A4Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9064 | PA      | $8837.50      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80736.00     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $218430.00    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168816.00    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    150000 | PA      | $139311.00    | 0.00%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    300000 | PA      | $292869.00    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                         | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188676.00    | 0.00%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372220 | PA      | $368517.84    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325160.00    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $355293.75    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    137000 | PA      | $114175.80    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $182974.00    | 0.00%             | 2026-10-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EMEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755243 | PA      | $730969.50    | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $93290.00     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83798.00     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94774.00     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172776.00    | 0.00%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169632 | PA      | $155164.80    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108661.50    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BD5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $197428.00    | 0.00%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78346 | PA      | $73049.75     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945N87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580075 | PA      | $547774.77    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $4261195.31   | 0.10%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1745411 | PA      | $1576071.19   | 0.04%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BQ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545486 | PA      | $515128.12    | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WLTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171842 | PA      | $160385.62    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187352.00    | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333119.50    | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197488.00    | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145735.50    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205221.00    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $219870.00    | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023505 | PA      | $984671.50    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216055 | PA      | $1094464.80   | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68463.00     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358271 | PA      | $364928.28    | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1181392 | PA      | $1033944.52   | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134433.00    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193244.00    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417F7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160779 | PA      | $154277.70    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98129.40     | 0.00%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170258.00    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180242.00    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $309424.00    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189336.00    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $113308.50    | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69713.00     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9N49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107582 | PA      | $107600.46    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81644.00     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175412.00    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189564.00    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SKZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79073 | PA      | $74181.95     | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201582.00    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66422.00     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148612.50    | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91228.00     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    841631 | PA      | $761741.16    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1195846 | PA      | $1018499.79   | 0.02%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95099.00     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797288 | PA      | $722111.99    | 0.02%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144826 | PA      | $133484.13    | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184610.00    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7050000 | PA      | $6821838.88   | 0.16%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1534214 | PA      | $1342700.89   | 0.03%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417C4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209524 | PA      | $197674.58    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149575.50    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93350.00     | 0.00%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86957 | PA      | $85971.41     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58205 | PA      | $50955.54     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $118587.00    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166120.00    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR24<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95101.00     | 0.00%             | 2024-02-02      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99732.00     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $451890.00    | 0.01%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187397 | PA      | $177903.43    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WHX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163897 | PA      | $147211.88    | 0.00%             | 2036-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243277.50    | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $955920.00    | 0.02%             | 2025-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314072.50    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96685.00     | 0.00%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150967.50    | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93184.00     | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5984023 | PA      | $4934991.85   | 0.12%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216177.50    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                              | JPMBB Commercial Mortgage Securities Trust 2013-C17                             | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196017.30    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184458.00    | 0.00%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69696.75     | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $82037.00     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38309 | PA      | $36983.93     | 0.00%             | 2027-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45028 | PA      | $47150.65     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6009398.42   | 0.14%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    269378 | PA      | $256278.35    | 0.01%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229329.00    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86229.00     | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76030.00     | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177246.00    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84132.00     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $92587.00     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271339.25    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX                                                                      | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $103202.52    | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419JS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258986 | PA      | $252225.61    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214060.00    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $133102.35    | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $146449.50    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $187216.00    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198364.00    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11426900 | PA      | $10975403.53  | 0.26%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85832.00     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $568698.00    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7350000 | PA      | $6458238.32   | 0.15%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448950.00    | 0.01%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $82856.00     | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196138.00    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125890 | PA      | $116501.79    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134083.50    | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115816.00    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJT75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191560 | PA      | $186012.22    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130126.50    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    100000 | PA      | $72164.00     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $184862.00    | 0.00%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6672421.91   | 0.16%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43128.50     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BlackRock Inc                                                                   | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203837.50    | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535742 | PA      | $506332.04    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196680.00    | 0.00%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    491000 | PA      | $472371.46    | 0.01%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90537 | PA      | $95514.76     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE Capital Corp                                                              | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    100000 | PA      | $91323.00     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5776315 | PA      | $4938841.02   | 0.12%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187890.00    | 0.00%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246981.00    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1117992 | PA      | $979827.27    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    225000 | PA      | $185789.25    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86689.00     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $116446.50    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98029.00     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $669022.50    | 0.02%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103908.50    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371396.00    | 0.01%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $87620.00     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $660541.00    | 0.02%             | 2025-03-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    150000 | PA      | $141996.00    | 0.00%             | 2025-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87138.00     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85845.80     | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36381 | PA      | $34524.32     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174590.00    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125958.00    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206117.50    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196182.00    | 0.00%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81106.00     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139576.50    | 0.00%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131676.00    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95145.00     | 0.00%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    100000 | PA      | $94741.00     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $220357.50    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619038 | PA      | $565430.85    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CK2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $241310.00    | 0.01%             | 2023-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $288875.86    | 0.01%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79553.00     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336315 | PA      | $307194.54    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $441120.00    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                       | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $87512.00     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77924.00     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                                                         | Delta Air Lines 2019-1 Class AA Pass Through Trust                              | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96162.00     | 0.00%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142708.50    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193248.00    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83716.00     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115551.80    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154930.00    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    100000 | PA      | $90397.00     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723555.00    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $96864.00     | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195392.00    | 0.00%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173578.00    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188328.00    | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WTUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1967452 | PA      | $1797097.10   | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82616.00     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $161300.00    | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127847 | PA      | $118312.53    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $179714.00    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177526.00    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172422.00    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $382996.00    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    603890 | PA      | $574184.12    | 0.01%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9QP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141409 | PA      | $134067.36    | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84406.00     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $118939.29    | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194066.00    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98933 | PA      | $100936.73    | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    100000 | PA      | $84750.00     | 0.00%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174192.00    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207660 | PA      | $187757.08    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115599.00    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $944432.40    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84306.00     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83119.00     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $87331.50     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159594.00    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261969 | PA      | $252773.28    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $9488.08      | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9Z54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454868 | PA      | $429395.26    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MQ3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22022 | PA      | $21141.35     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83093.00     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191979.45    | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602227 | PA      | $491653.62    | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517278.00    | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 Commercial Mortgage Trust                                         | CUSIP: 126281AZ7<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1338107.84   | 0.03%             | 2050-04-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $213369.00    | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351948 | PA      | $330292.30    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215147.50    | 0.01%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121378.40    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96655.00     | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1629500 | PA      | $1718740.59   | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407378 | PA      | $359214.26    | 0.01%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $119998.50    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448045.00    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6107400 | PA      | $5773878.73   | 0.14%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6SU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62047 | PA      | $64581.74     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $277656.00    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398060 | PA      | $374129.65    | 0.01%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147096.00    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1997133.54   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424201.50    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $126786.00    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198044.00    | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BlackRock Inc                                                                   | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172694.00    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LUSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52454 | PA      | $49639.84     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ECFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93203 | PA      | $90435.01     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157707.00    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    450000 | PA      | $417028.50    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $132584.00    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187842.00    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183494.00    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | Discover Card Execution Note Trust                                              | CUSIP: 254683CD5<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298799.30    | 0.01%             | 2025-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363832.00    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $122263.50    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307EHJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333930 | PA      | $324290.32    | 0.01%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421750.00    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85837.00     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97063.00     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805810 | PA      | $787641.40    | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147633.00    | 0.00%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196945.00    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213395.00    | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $200028.00    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145473.00    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120207.00    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34283.50     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93772.00     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $7405957.01   | 0.18%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178NF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275641 | PA      | $253266.08    | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $297174.00    | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $8972437.55   | 0.22%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1368102 | PA      | $1215257.66   | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37658 | PA      | $36458.46     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191720.00    | 0.00%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    288000 | PA      | $281934.72    | 0.01%             | 2026-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179846 | PA      | $177010.90    | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533868.50    | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96590.00     | 0.00%             | 2025-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202057.50    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3129394V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2301 | PA      | $2354.40      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87596.00     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2016-C32                                  | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1130804.65   | 0.03%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $229240.00    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541176.00    | 0.01%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    466419 | PA      | $428191.30    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199486 | PA      | $180676.53    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426575 | PA      | $390193.53    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8862646.52   | 0.21%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81804 | PA      | $80514.96     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124587.00    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129844.50    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA                                                            | FedEx Corp 2020-1 Class AA Pass Through Trust                                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223264 | PA      | $182196.57    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104519.00    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982881 | PA      | $878085.32    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $384171.30    | 0.01%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87962.00     | 0.00%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390217 | PA      | $352590.56    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBQ7<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $223112.50    | 0.01%             | 2026-01-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89827.00     | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $245018.60    | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117993.00    | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265400 | PA      | $247059.34    | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $275340.00    | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81144.00     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $84328.00     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466450.00    | 0.01%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $291225.00    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1893362 | PA      | $1610180.56   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144604.50    | 0.00%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $318720.00    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154675 | PA      | $144363.27    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329413.00    | 0.01%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191048.00    | 0.00%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99283.75     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78745.00     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193076.00    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124668.00    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81475.00     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93221.00     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70219.00     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166955.25    | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $264501.00    | 0.01%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49852.00     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187248.00    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241612.50    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241191.00    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74317.00     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95337.00     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $179793.45    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162170.00    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86246.00     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67158.00     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1300000 | PA      | $1269281.00   | 0.03%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                                                     | Cadence Bank                                                                    | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47127.50     | 0.00%             | 2029-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283140.00    | 0.01%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386552.00    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144976.50    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145920.00    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415704 | PA      | $323272.25    | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192738.00    | 0.00%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152391 | PA      | $148261.00    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291846 | PA      | $249700.78    | 0.01%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230310.00    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8942968.80   | 0.21%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233910.00    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79180.00     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176382.00    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90238.00     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3103963 | PA      | $2664030.45   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148194.00    | 0.00%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297876.00    | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240727.50    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142134.00    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170976.00    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325040.00    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $386488.00    | 0.01%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121588.50    | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87763.00     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $261687.50    | 0.01%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $834340.00    | 0.02%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80382.00     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461700.00    | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4823683.58   | 0.12%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394508.00    | 0.01%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $297952.00    | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611153 | PA      | $569940.26    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    230000 | PA      | $251054.20    | 0.01%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73863.00     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128007.00    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $94601.00     | 0.00%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131766.25    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $523748.50    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324005 | PA      | $321251.71    | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170638.00    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136869.00    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158295.00    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108946.50    | 0.00%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181808.00    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9DN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197588 | PA      | $194512.49    | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191612.00    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185752.00    | 0.00%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $96851.00     | 0.00%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123730 | PA      | $114503.13    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84917.00     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $370719.00    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $223645.40    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244280.00    | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438590.00    | 0.01%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52264.00     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163012.00    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417ESA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131523 | PA      | $126261.34    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98145.90     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98750.00     | 0.00%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67569 | PA      | $63739.80     | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96224 | PA      | $92582.54     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $565300.00    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197634.00    | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87269.00     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97304 | PA      | $97321.51     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169246.00    | 0.00%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $229307.50    | 0.01%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183910.00    | 0.00%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48856.00     | 0.00%             | 2025-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88711.00     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131208.00    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93364.00     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2017-H1                                          | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230583.50    | 0.01%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172782.50    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288564.00    | 0.01%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811939 | PA      | $734120.14    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112508 | PA      | $106257.06    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $140407.50    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86376.00     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182367 | PA      | $1156269.13   | 0.03%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147862.50    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $151156.50    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $123362.00    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6881729 | PA      | $5669264.74   | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $43531.00     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94787.00     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $9436078.15   | 0.23%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $179702.00    | 0.00%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5DN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474786 | PA      | $429601.24    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92714.00     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BlackRock Inc                                                                   | CUSIP: 09247XAP6<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139569.00    | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90632.00     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172809.00    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149132.00    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136845.00    | 0.00%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78626.00     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33536 | PA      | $32441.14     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219584.00    | 0.01%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468805.00    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80316.80     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376635 | PA      | $355288.93    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154688.00    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $372720.00    | 0.01%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89140.00     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91070.00     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105504.00    | 0.00%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73058.00     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96989.00     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87314.00     | 0.00%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96916.00     | 0.00%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    100000 | PA      | $76227.00     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBT1<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $241250.00    | 0.01%             | 2025-04-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $4306591.81   | 0.10%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87236 | PA      | $77265.84     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82800.00     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $68096.00     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141951.00    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138738.00    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $69467.80     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247815.00    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353930.50    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146990 | PA      | $148231.95    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578547 | PA      | $523469.09    | 0.01%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243915.00    | 0.01%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5ST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341326 | PA      | $332492.45    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182662.00    | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196560.00    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    424000 | PA      | $413497.52    | 0.01%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11047 | PA      | $10686.80     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145794.00    | 0.00%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132541.50    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31412QXZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1533705 | PA      | $1533804.67   | 0.04%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183198.00    | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $81671.00     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148364 | PA      | $137298.07    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105864.00    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $197545.00    | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $142088.00    | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175450.00    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92957.00     | 0.00%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8XQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22430 | PA      | $22936.31     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491655.00    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312077.50    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    772804 | PA      | $709464.82    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $431406.00    | 0.01%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215282.50    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82811 | PA      | $78416.13     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160580.00    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143523.00    | 0.00%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123054.00    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $502625.50    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241427.90    | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69744.00     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142101.00    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82472.00     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $264995.00    | 0.01%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92827.00     | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99642.00     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83173.00     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90558.00     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59046.00     | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JHU7<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1790328.51   | 0.04%             | 2025-10-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93131.00     | 0.00%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87852.00     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4488149 | PA      | $3493353.19   | 0.08%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $370550.00    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144816.00    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75556.00     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293019.00    | 0.01%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYTE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265307 | PA      | $239655.77    | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142777.50    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $293055.00    | 0.01%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155050 | PA      | $150600.92    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BU8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49440.50     | 0.00%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7DQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154119 | PA      | $143701.02    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130132.50    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                                                | Crane Holdings Co                                                               | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72504.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192880.00    | 0.00%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $77364.00     | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $143310.00    | 0.00%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192562.00    | 0.00%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $96263.00     | 0.00%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83994.00     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192390.00    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86800.00     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162532.50    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $585678.00    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $230817.00    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $158152.00    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94272.00     | 0.00%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    230000 | PA      | $287237.11    | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    157000 | PA      | $163664.65    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178046.00    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122580.00    | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3438163 | PA      | $3021019.19   | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178GFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39734 | PA      | $37790.10     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144223.50    | 0.00%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114675.00    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122022.00    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249132.50    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87824.00     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587634.00    | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97254.00     | 0.00%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4332921.88   | 0.10%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83059.00     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100267.00    | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81172.00     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PTUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35011 | PA      | $34170.80     | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80113.00     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277125 | PA      | $1139395.80   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A6CS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36881 | PA      | $36172.49     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $262440.00    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130668.00    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JU9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $243590.00    | 0.01%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121150.50    | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97919.00     | 0.00%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142773.00    | 0.00%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137410.50    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204974.00    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2162955 | PA      | $1904979.84   | 0.05%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60498 | PA      | $56465.14     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46769.50     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292K4Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84359 | PA      | $82236.06     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101379.00    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166120.00    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    150000 | PA      | $134058.00    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359912 | PA      | $340811.90    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81685.00     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98385.00     | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76976.00     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318426.50    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186262.00    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157470.00    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684170 | PA      | $633426.73    | 0.02%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77645.00     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BLMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $144809.75    | 0.00%             | 2025-05-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89585.00     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    362000 | PA      | $379853.84    | 0.01%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863BW7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $194860.00    | 0.00%             | 2025-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371192.00    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20600000 | PA      | $14891546.98  | 0.36%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $238815.50    | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71989.00     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5842000 | PA      | $5442416.31   | 0.13%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172202.00    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477295.50    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122986.50    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178780.00    | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138NXBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92038 | PA      | $89304.52     | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $238027.50    | 0.01%             | 2024-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346448 | PA      | $313041.76    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102339.00    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $412443.00    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132998 | PA      | $121554.24    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $99994.50     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76299.00     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $516367.50    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $166720.00    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $140098.50    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89997.30     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167547 | PA      | $162853.21    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $368116.00    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116697.00    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98653.00     | 0.00%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94857.00     | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183158.00    | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144160.50    | 0.00%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272733.00    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235137.50    | 0.01%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617MN5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71172 | PA      | $64685.09     | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193046.00    | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $64657.00     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190270.00    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242540.00    | 0.01%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $92559.00     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WPCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79729 | PA      | $77201.00     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93949.00     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                          | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240827.50    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130933 | PA      | $119546.71    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $97452.00     | 0.00%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $388885.50    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $317200.00    | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214125.00    | 0.01%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    655000 | PA      | $663580.50    | 0.02%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329817 | PA      | $297913.65    | 0.01%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231278.40    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89191.00     | 0.00%             | 2026-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139866.00    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $136128.00    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97238.00     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262785.00    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91275.00     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $237672.50    | 0.01%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56618 | PA      | $57112.61     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110045.00    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98511.00     | 0.00%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347864.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $96938.00     | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181324.00    | 0.00%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BY2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $397620.00    | 0.01%             | 2024-01-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94546.50     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4327558.61   | 0.10%             | 2024-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112713 | PA      | $110405.89    | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78140.00     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20450000 | PA      | $17527886.82  | 0.42%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87541.00     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139477.50    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83302.00     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191998.00    | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4562900 | PA      | $4294116.67   | 0.10%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81803.00     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $137424.00    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99664.00     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAJ9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $198338.00    | 0.00%             | 2025-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $161932.00    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132152.00    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $43259.50     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271554.00    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187168.00    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360720.50    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98708.00     | 0.00%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84027.00     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214942.50    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279849.00    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $144357.00    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155240.00    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2164765.05   | 0.05%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                         | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73569 | PA      | $62247.48     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81815.00     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81614.00     | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166150.00    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560388 | PA      | $491694.08    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $507559.00    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $295548.00    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $8964609.35   | 0.21%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87027 | PA      | $88953.38     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2357402 | PA      | $1833319.62   | 0.04%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82021.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    365000 | PA      | $381797.30    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75094.24     | 0.00%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185212.00    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471610.00    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297240.00    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1006193 | PA      | $934499.46    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    150000 | PA      | $112175.85    | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100210.00    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144718.50    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $132309.00    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLCM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277204 | PA      | $266686.83    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89746.00     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4638911 | PA      | $3974948.64   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89273.00     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $215705.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423025.00    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $97951.00     | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487795.00    | 0.01%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939109 | PA      | $866745.31    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $259479.50    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96611.00     | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511720.00    | 0.01%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126504.00    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306593 | PA      | $264505.16    | 0.01%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196686.00    | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131643.00    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EDDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256605 | PA      | $242092.76    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70230.75     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH REVENUE                                                   | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $184586.00    | 0.00%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $303128.10    | 0.01%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85638.00     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188080.00    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $234710.00    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936FU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27474 | PA      | $27502.75     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98340.00     | 0.00%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $139884.00    | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128856.00    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87768.00     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5024500 | PA      | $4889859.13   | 0.12%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $235282.50    | 0.01%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197235.00    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97801.00     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73397.00     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $140958.00    | 0.00%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61667 | PA      | $61255.12     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YENY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192420 | PA      | $179709.60    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135738.00    | 0.00%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4216265.64   | 0.10%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A8SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236596 | PA      | $218593.23    | 0.01%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    292000 | PA      | $204058.36    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135124.50    | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $117240.00    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178096.00    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157566.00    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                         | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127276.50    | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    191000 | PA      | $186603.18    | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57927.00     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3469733 | PA      | $3059512.55   | 0.07%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282546.00    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $895020.84    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109072.00    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $330827.00    | 0.01%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $129441.00    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46905.00     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114982.50    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475287 | PA      | $473446.47    | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    621632 | PA      | $586820.33    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $146619.00    | 0.00%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $4153449.24   | 0.10%             | 2025-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EBRY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111834 | PA      | $111598.62    | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95594.00     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $510444.00    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130416.00    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $331184.00    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $364549.70    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71444.00     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88183.00     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778424.00    | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $658167.64    | 0.02%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190904.00    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103348.00    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $138631.50    | 0.00%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11408061 | PA      | $9414892.22   | 0.23%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93314.00     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84100.00     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43705.00     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96026.00     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82783.00     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174862 | PA      | $164972.10    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276651.00    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305067.00    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95554.00     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232187.50    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AV4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214277 | PA      | $208274.70    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193958.00    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281343.00    | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97695.00     | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131485.50    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433235.00    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437652.00    | 0.01%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94458.00     | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520575.00    | 0.01%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94989.00     | 0.00%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146676.00    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WDT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304292 | PA      | $285045.32    | 0.01%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296050 | PA      | $287335.55    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $229000.00    | 0.01%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237257.50    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133123.50    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450539 | PA      | $420156.84    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229734.00    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $359982.00    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43516.00     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95429.00     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A2T55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159967 | PA      | $164799.50    | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $285904.50    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $162384.05    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263655.00    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96322.00     | 0.00%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148547 | PA      | $137362.12    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416JAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59080 | PA      | $60107.72     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162684.00    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146970.00    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134286.10    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ENA6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $186560.00    | 0.00%             | 2024-07-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42049 | PA      | $42048.21     | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285876.00    | 0.01%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135582.00    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306681 | PA      | $285999.86    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234755 | PA      | $228284.84    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107928.00    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89096.00     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94590.00     | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161246.00    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144580.50    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89973.00     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172522.00    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191088.00    | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222772.50    | 0.01%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217085.00    | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $94823.00     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305258 | PA      | $288569.03    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $761985.00    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HV1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $488250.00    | 0.01%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564594 | PA      | $521089.68    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $115752.00    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279537.00    | 0.01%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                     | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49737.50     | 0.00%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244560.00    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92937.00     | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163857 | PA      | $164501.24    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AU55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559810 | PA      | $527294.57    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                       | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $93428.00     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2675900 | PA      | $2858822.86   | 0.07%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4103504 | PA      | $3521335.11   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     92857 | PA      | $97829.36     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $344863.36    | 0.01%             | 2046-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73096 | PA      | $69364.34     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113943 | PA      | $103127.08    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75631.00     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118785.00    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PWV21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19628 | PA      | $18967.68     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $237970.00    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336455.00    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7291406.30   | 0.17%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4467618 | PA      | $3843384.21   | 0.09%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1594780.00   | 0.04%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460560.00    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    435000 | PA      | $415994.85    | 0.01%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $93748.00     | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80907.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89952.00     | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | International Finance Corp                                                      | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $330837.50    | 0.01%             | 2024-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86710.00     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $147568.00    | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92555.00     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83600.00     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66270.00     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93226.00     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95214.00     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5JC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43217 | PA      | $40294.91     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246620.00    | 0.01%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551001 | PA      | $469527.72    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108927.00    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103072.00    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95396.00     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190260.00    | 0.00%             | 2026-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44904.50     | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122713.50    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286812.00    | 0.01%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222405.00    | 0.01%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115627 | PA      | $109441.96    | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $74023.00     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414967.50    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97433.00     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $236437.50    | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $103832.00    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293913.00    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97489.00     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59163.75     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234705.00    | 0.01%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94055.00     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $5151093.75   | 0.12%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    200000 | PA      | $158039.60    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85261.00     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201024.00    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192374.00    | 0.00%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9LK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68520 | PA      | $62675.80     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2502284 | PA      | $2252165.56   | 0.05%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72827.00     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219800.00    | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $225964.00    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97443.00     | 0.00%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88771.00     | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182218 | PA      | $162789.48    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110648.00    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594576.00    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $188718.00    | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    927600 | PA      | $996155.44    | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $422100.00    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183638.00    | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126951.00    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143940.00    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97475.00     | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CD6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $273411.00    | 0.01%             | 2025-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $136934.50    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $136164.00    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326680.00    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264795.00    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $392931.00    | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181380.00    | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116952 | PA      | $1074255.56   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 71644EAG7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199800.00    | 0.00%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77783.00     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160470.00    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277728.00    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259305.00    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195392.00    | 0.00%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82828.00     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $260186.50    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $4140412.12   | 0.10%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1208429 | PA      | $1093722.03   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85254.00     | 0.00%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208810.00    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31404XJ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41335 | PA      | $42651.02     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $292077.30    | 0.01%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84648.00     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160886.00    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257583.00    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99459.00     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247209.00    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5064082.05   | 0.12%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139534.50    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242412.50    | 0.01%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $175590.00    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96967.00     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $901330.00    | 0.02%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104285.00    | 0.00%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171154.50    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640528 | PA      | $592760.69    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132297.00    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200068.00    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4458700 | PA      | $4862769.69   | 0.12%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94334.00     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5HT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146898 | PA      | $132735.27    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024751 | PA      | $880179.68    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207645.00    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175740.00    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125566.00    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455200.00    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $231720.00    | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128995.50    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243927.50    | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106144.00    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183396.00    | 0.00%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177482.00    | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215766.00    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92373.00     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3689104 | PA      | $3264200.88   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210436.00    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249135.00    | 0.01%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $292053.00    | 0.01%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $343500.00    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218440.00    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $112693.50    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280875.00    | 0.01%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147429.00    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148360.50    | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8973900 | PA      | $8336262.32   | 0.20%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113818.00    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183304.00    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87543.00     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AQHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136212 | PA      | $130152.45    | 0.00%             | 2025-06-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80019.00     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182656.00    | 0.00%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824259 | PA      | $740737.13    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86285.00     | 0.00%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202842.50    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $208410.00    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602696 | PA      | $585529.13    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95756.00     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106870 | PA      | $99646.44     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81613.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165720 | PA      | $142333.07    | 0.00%             | 2036-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                                          | MultiCare Health System                                                         | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60689.00     | 0.00%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44130.00     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180742 | PA      | $177893.26    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332769 | PA      | $317012.37    | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58621 | PA      | $55279.69     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564220 | PA      | $526604.30    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245307.00    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    170000 | PA      | $137808.80    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAC0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $963050.00    | 0.02%             | 2023-09-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72718 | PA      | $69180.76     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92202.00     | 0.00%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141558.00    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                                           | BlackRock TCP Capital Corp                                                      | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90754.00     | 0.00%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96688.00     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89454.00     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161608.00    | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105766.50    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167892.00    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76851.00     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $176112.00    | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343511.00    | 0.01%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                           | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64447.00     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44209.00     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135637.50    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1287729 | PA      | $1127010.41   | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406053.00    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357476.00    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515907.30    | 0.01%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92223.00     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832894 | PA      | $754482.71    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97025.00     | 0.00%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76402.00     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99725.00     | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124057.50    | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $2422265.64   | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123875 | PA      | $117963.96    | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $136494.00    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394028.00    | 0.01%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167267.50    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $614947.50    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $220332.50    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381277 | PA      | $355565.67    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563760.00    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $98625.00     | 0.00%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME4V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88790 | PA      | $85319.73     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5DK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679275 | PA      | $614629.44    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $339276.00    | 0.01%             | 2025-03-16      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $165155.00    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    300000 | PA      | $347235.00    | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92951.00     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $221922.50    | 0.01%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80745.00     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10347591 | PA      | $8548562.44   | 0.20%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87356.00     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195700.00    | 0.00%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $238505.00    | 0.01%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87601.00     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $895175.50    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296Q2L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1218779 | PA      | $1259351.51   | 0.03%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99381.00     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189214.00    | 0.00%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81198.00     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A8YG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92337 | PA      | $92353.48     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $97283.00     | 0.00%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196690.00    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $463529.00    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173562.00    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15950000 | PA      | $12803613.36  | 0.31%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $260085.00    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179070.00    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95141.00     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239587.50    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101025.00    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80951.00     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110962.50    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $82813.00     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178292.00    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    190000 | PA      | $208628.17    | 0.01%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $383103.50    | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538403 | PA      | $497861.34    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225128.60    | 0.01%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144388.50    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202EXS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19830 | PA      | $20361.78     | 0.00%             | 2038-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189446.00    | 0.00%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $122527.50    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                         | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAD4<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99174.00     | 0.00%             | 2023-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92001.00     | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190606.00    | 0.00%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472802 | PA      | $487551.52    | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160626.00    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $95226.00     | 0.00%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4542715 | PA      | $3757147.40   | 0.09%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3492882.82   | 0.08%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90546 | PA      | $88009.16     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83702.00     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183832.00    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292065.00    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $78583.00     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W15X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503365 | PA      | $474708.11    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111545.00    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245377.50    | 0.01%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111666.00    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BS2<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96647.00     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145360.50    | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343945.00    | 0.01%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220111 | PA      | $213631.75    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1674339 | PA      | $1504679.59   | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $349408.00    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86864.00     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | Healthpeak Properties Inc                                                       | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    100000 | PA      | $96567.00     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54374.25     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843532 | PA      | $795100.40    | 0.02%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106738.50    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256945 | PA      | $1129579.93   | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $161970.73    | 0.00%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QHG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369564 | PA      | $364953.27    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $139068.00    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479132.50    | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $293427.00    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196122.00    | 0.00%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CC0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $197226.00    | 0.00%             | 2023-10-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51427.50     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $189746.00    | 0.00%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9192832.01   | 0.22%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220477.50    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $317756.00    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94684.00     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142911.00    | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    225000 | PA      | $170138.25    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62800.00     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121222.50    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125205.60    | 0.00%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81808.00     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91436.00     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189764.00    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84867.00     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256765.00    | 0.01%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $671632.50    | 0.02%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425460.00    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109357.50    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89905.00     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246425.00    | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172070.00    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92118.00     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125043.00    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HT6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $738615.00    | 0.02%             | 2023-12-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AT5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785000 | PA      | $730914.36    | 0.02%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88646.00     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146011.50    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98163.00     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179902.00    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98245.50     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263230 | PA      | $248342.95    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5BW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298216 | PA      | $285632.19    | 0.01%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3391855.46   | 0.08%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157170.00    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68123 | PA      | $68134.51     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $146040.00    | 0.00%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165922.00    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X9TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92665 | PA      | $87389.96     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    200000 | PA      | $116932.00    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81090.00     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105408.00    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94856.00     | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970522 | PA      | $890977.07    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92552.00     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93897.00     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327880 | PA      | $324163.73    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372220.00    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $343700.00    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428247.00    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048AP3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $237905.00    | 0.01%             | 2025-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A8EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93210 | PA      | $90851.66     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143662.50    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296355.00    | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $149772.00    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9600000 | PA      | $8373000.00   | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $474360.00    | 0.01%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111538.50    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104430.60    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189248.00    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143790.00    | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96824.00     | 0.00%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71782 | PA      | $70167.00     | 0.00%             | 2027-09-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Entertainment Co LP                                                  | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $224282.00    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78801.00     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115839.00    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4153600 | PA      | $3512712.52   | 0.08%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78891.00     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110870.00    | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126751.50    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562761 | PA      | $514534.93    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492275 | PA      | $439186.75    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    945000 | PA      | $919116.45    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36552 | PA      | $33401.47     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307C5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90008 | PA      | $86450.21     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46706.50     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JWNM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63839 | PA      | $64395.74     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416M3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29897 | PA      | $29898.77     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200488 | PA      | $185414.93    | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J84K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93671 | PA      | $95138.62     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87737.00     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $337540.00    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140778.00    | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9N97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32329 | PA      | $31362.63     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36723 | PA      | $35514.54     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $174368.00    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89748.00     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    430000 | PA      | $447127.76    | 0.01%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $219395.00    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    200000 | PA      | $191774.00    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81153.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158379.00    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9329882.80   | 0.22%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W1GE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114630 | PA      | $104749.24    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247080.00    | 0.01%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112164.00    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138136.00    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72992.00     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398276 | PA      | $383164.73    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280608.00    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147789.00    | 0.00%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3305715.00   | 0.08%             | 2025-01-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781008.00    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127078.50    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78495.00     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291741.00    | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190002.00    | 0.00%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131260.50    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119264 | PA      | $110618.65    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135987.00    | 0.00%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127894.50    | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194372.00    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1112519 | PA      | $999756.08    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8423613.27   | 0.20%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95345.00     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $267126.00    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3720053 | PA      | $3201339.81   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187872.00    | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173648.00    | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $232872.50    | 0.01%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117708.00    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74469 | PA      | $78563.23     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $165700.50    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339236.00    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556032.00    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $167858.00    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73714.00     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $384528.00    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230655.00    | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107032.00    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63983 | PA      | $56074.22     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199668.00    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $119580.00    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | Council Of Europe Development Bank                                              | CUSIP: 222213AR1<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $249027.50    | 0.01%             | 2023-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140679.00    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312933TT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28039 | PA      | $28672.01     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7CU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299866 | PA      | $286819.10    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ANCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161918 | PA      | $157382.22    | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178150.00    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4938200 | PA      | $4269614.04   | 0.10%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194768.00    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ATN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260203 | PA      | $260248.47    | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210792 | PA      | $1031254.08   | 0.02%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $107932.00    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183824.00    | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438205.50    | 0.01%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123910.50    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4153541 | PA      | $3562339.86   | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $240712.50    | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36209FDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68933 | PA      | $67598.18     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82223.20     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99316.00     | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y3GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592173 | PA      | $569541.52    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97981.00     | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484445.00    | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $112609.50    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128607.00    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $123937.20    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117224 | PA      | $107635.01    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $138918.00    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    412287 | PA      | $413907.40    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557211 | PA      | $487654.95    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209919 | PA      | $196836.37    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144668.00    | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218424 | PA      | $202574.67    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VTY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174007 | PA      | $163135.21    | 0.00%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425866 | PA      | $373662.69    | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8016209 | PA      | $6612168.72   | 0.16%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536652 | PA      | $500971.32    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256677.00    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71810.00     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113013.00    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132562.50    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142146.00    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153692.00    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109833.10    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85053.00     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | Lloyds Bank PLC                                                                 | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193130.00    | 0.00%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97490.00     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142953.00    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116676.00    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $256672.00    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CA0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $224457.50    | 0.01%             | 2026-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365300.00    | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $382112.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84044.00     | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94770.00     | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135009.00    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29279FAA7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283887.00    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275187.00    | 0.01%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233475.00    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RAR0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149665.50    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $271935.00    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4165000 | PA      | $3982049.13   | 0.10%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia Canada                                             | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $380644.00    | 0.01%             | 2024-09-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144099.00    | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201380.00    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163200.00    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3459843.76   | 0.08%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A3A59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113673 | PA      | $110603.14    | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $224255.00    | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $172626.00    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372524.00    | 0.01%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $317076.00    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87027.00     | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211837.50    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144925.50    | 0.00%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560988.00    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3266828 | PA      | $2880597.11   | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79739.00     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441967.50    | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186944.00    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238032.50    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521248 | PA      | $456192.43    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74316.00     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92612.00     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82956.00     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103802.00    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186334.00    | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62811.00     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417ECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184309 | PA      | $168429.53    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $171002.00    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134246.00    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86123.00     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    130000 | PA      | $119693.60    | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173434.00    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230847.50    | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104277.00    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47719.00     | 0.00%             | 2025-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91332.00     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187672.50    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188200.00    | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $701520.00    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NYU HOSPITALS CENTER                                                             | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89528.00     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164592.00    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                                                          | EI du Pont de Nemours and Co                                                    | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185536.00    | 0.00%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416XKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388970 | PA      | $378816.76    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86113.00     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $137024.00    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325790.50    | 0.01%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169282.00    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $199888.00    | 0.00%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    150000 | PA      | $109339.50    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90635.00     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1034995 | PA      | $950491.98    | 0.02%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769630 | PA      | $687571.44    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115038.00    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121558.50    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308269.50    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108760.00    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458050.00    | 0.01%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $96159.00     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307BY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15670 | PA      | $15050.63     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187900.00    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7797041.05   | 0.19%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $291162.00    | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YGZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947367 | PA      | $884789.27    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288819.00    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                       | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $243800.00    | 0.01%             | 2024-02-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450660.00    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140679.00    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45764.50     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75114.00     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $443390.00    | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124090.50    | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310914.00    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84152.70     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $187957.50    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94640.00     | 0.00%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120907.50    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217308 | PA      | $211683.65    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132741.00    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143956.50    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89170.00     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $168430.00    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99957.00     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64171 | PA      | $56344.72     | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1072022 | PA      | $834728.42    | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161375.00    | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $276135.00    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78837.00     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241280.00    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177080.00    | 0.00%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97769.00     | 0.00%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194972.00    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257706.00    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291807.00    | 0.01%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $386554.50    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42588.00     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJZP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221377 | PA      | $207087.39    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295508.50    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45200.50     | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429316 | PA      | $350490.08    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247247.50    | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74241.00     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140782.50    | 0.00%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    743300 | PA      | $821375.53    | 0.02%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43545.00     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $198312.50    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140452.50    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $345152.00    | 0.01%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9700000 | PA      | $9076320.36   | 0.22%             | 2025-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187690.00    | 0.00%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $7779789.11   | 0.19%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115032.00    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $185990.00    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1371022 | PA      | $1281679.87   | 0.03%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186116.00    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121657 | PA      | $121677.22    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155899.50    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195502.00    | 0.00%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96199.00     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225119 | PA      | $203542.84    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142459.50    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98522.00     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430900 | PA      | $2150207.02   | 0.05%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500601 | PA      | $471543.22    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178614.00    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180808.00    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | Council Of Europe Development Bank                                              | CUSIP: 222213AW0<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $192298.00    | 0.00%             | 2023-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250992.00    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKV60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290517 | PA      | $274326.79    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237590.00    | 0.01%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $198612.00    | 0.00%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94083.00     | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334170 | PA      | $311952.10    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196329.00    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $70266.00     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283629.00    | 0.01%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80465 | PA      | $75150.19     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218495.00    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202787.50    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47115.50     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403113 | PA      | $378574.74    | 0.01%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184912.00    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171770.00    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $512814.50    | 0.01%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95416.00     | 0.00%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X9KE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68648 | PA      | $66595.28     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142246.50    | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $675300.00    | 0.02%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $7891718.75   | 0.19%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4520979 | PA      | $3894192.54   | 0.09%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SAU                                                        | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $128190.00    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WE4D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91391 | PA      | $85354.22     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3763200.00   | 0.09%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148158.00    | 0.00%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139777 | PA      | $134433.61    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $129951.00    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140422.50    | 0.00%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336640.50    | 0.01%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737741 | PA      | $730014.87    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $385888.00    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252675.00    | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154422.00    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC25                                    | Citigroup Commercial Mortgage Trust 2014-GC25                                   | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253748 | PA      | $243819.20    | 0.01%             | 2047-10-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3932156.25   | 0.09%             | 2025-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3793782 | PA      | $3266785.47   | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56329.25     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194876.00    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29379 | PA      | $27673.85     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18297 | PA      | $18300.21     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2318459 | PA      | $2111314.57   | 0.05%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64751.00     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87285.00     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $621189.49    | 0.01%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95095.00     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145351.50    | 0.00%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $6786185.54   | 0.16%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417G2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365982 | PA      | $351184.09    | 0.01%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101975.00    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96095.00     | 0.00%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169878.00    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $144828.00    | 0.00%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444604.50    | 0.01%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91256.00     | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280890.00    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84699.00     | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45196.50     | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $403405.00    | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795300 | PA      | $855848.42    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141562.00    | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93900.00     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92481.00     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340888.40    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364268.00    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181128.00    | 0.00%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $86595.00     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312933AQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19742 | PA      | $19762.38     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660996 | PA      | $1480845.52   | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    737315 | PA      | $636099.74    | 0.02%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245115.00    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $237875.00    | 0.01%             | 2024-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78494.00     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220007.25    | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519419 | PA      | $478504.97    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $323334.00    | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $140392.00    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88834.00     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $160542.50    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177404.00    | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $140844.00    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107988 | PA      | $995716.18    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $334056.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675022 | PA      | $629393.14    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236330 | PA      | $213897.12    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254EMX7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $242235.00    | 0.01%             | 2023-12-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $146871.00    | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HP4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    850000 | PA      | $845095.50    | 0.02%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AW3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57293 | PA      | $55688.25     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $563414.42    | 0.01%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    150000 | PA      | $130192.50    | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79950.75     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $228505.00    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140986.50    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75131 | PA      | $77208.05     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410BF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67308 | PA      | $71009.13     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $285898.80    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10580200 | PA      | $10045817.27  | 0.24%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416WTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131758 | PA      | $128318.68    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $350685.80    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    150000 | PA      | $137998.50    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415966.50    | 0.01%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241802.50    | 0.01%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198810.00    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99873.00     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90303.00     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $132192.00    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312971 | PA      | $301096.38    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33287.60     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $478224.00    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184786.00    | 0.00%             | 2029-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $477088.50    | 0.01%             | 2029-01-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     50000 | PA      | $41784.50     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4237009 | PA      | $3729040.15   | 0.09%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222042.50    | 0.01%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195340.00    | 0.00%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $239190.00    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553410.00    | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    650000 | PA      | $437196.50    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193870.00    | 0.00%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AK8<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97364.00     | 0.00%             | 2025-11-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128475.00    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85233.00     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296691.00    | 0.01%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131424.00    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147524.00    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3982900 | PA      | $3480992.39   | 0.08%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71173.05     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $72442.00     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79809.00     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $694898.80    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93163.00     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1379945 | PA      | $1207688.99   | 0.03%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290697.00    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22437 | PA      | $23346.84     | 0.00%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417805 | PA      | $417875.41    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $533624.00    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93713.00     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248865.00    | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169288.00    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95431.05     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    475000 | PA      | $398263.75    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $181208.00    | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125394.00    | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314901 | PA      | $1150763.65   | 0.03%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $136854.00    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XVRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1319533 | PA      | $1193068.67   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227217.50    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445580.00    | 0.01%             | 2026-01-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260922.50    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $141582.00    | 0.00%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381384.00    | 0.01%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1846912 | PA      | $1649987.47   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81408.00     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A8RQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72760 | PA      | $74373.57     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178586.00    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $193656.00    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $132189.00    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $78321.00     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CAZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157631 | PA      | $148873.33    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149414.00    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116694.00    | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53651 | PA      | $49453.33     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189550.00    | 0.00%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105736.50    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147949.50    | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166670 | PA      | $161501.40    | 0.00%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230760.00    | 0.01%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3318437.50   | 0.08%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960008 | PA      | $820286.28    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4NK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48645 | PA      | $51374.63     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180240.00    | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110263.00    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $165032.00    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125784.00    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $137580.00    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139863.00    | 0.00%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $151854.00    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23249 | PA      | $23769.38     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $130816.50    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278277.00    | 0.01%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250975.00    | 0.01%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $345356.00    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94686.00     | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $327134.50    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233500.00    | 0.01%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90086.00     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJPR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218583 | PA      | $213082.76    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $507762.50    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $146394.00    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $179000.60    | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    324000 | PA      | $329566.32    | 0.01%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $226287.00    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243595.00    | 0.01%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $124120.00    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243577.50    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BL3<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197456.00    | 0.00%             | 2023-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361416 | PA      | $1193141.01   | 0.03%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust 2018-C8                              | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $283699.70    | 0.01%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $191324.00    | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $105918.00    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72101.00     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145287.00    | 0.00%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CC1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $444525.00    | 0.01%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63103.40     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235007 | PA      | $214749.60    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $261085.00    | 0.01%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138987.00    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J52V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511606 | PA      | $492393.75    | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66092.00     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183446.00    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334964.00    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87687.00     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $80671.00     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $326322.00    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241410.00    | 0.01%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564528.00    | 0.01%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | Prudential PLC                                                                  | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $175180.00    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194227.50    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82239.00     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146107.50    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $230230.00    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5GF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512095 | PA      | $523448.19    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124035.00    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339080.00    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1575725 | PA      | $1400173.99   | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202ES83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40515 | PA      | $41600.79     | 0.00%             | 2038-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    200000 | PA      | $144942.00    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118320.00    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $215612.50    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $386571.77    | 0.01%             | 2025-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6239990 | PA      | $5159946.43   | 0.12%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55941.00     | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust 2013-C18                                        | CUSIP: 96221QAD5<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |    326462 | PA      | $317700.69    | 0.01%             | 2046-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    219000 | PA      | $136121.64    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85984.00     | 0.00%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93195.00     | 0.00%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $130680.00    | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147294.00    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2099763 | PA      | $1784874.59   | 0.04%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121258.50    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $493860.00    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $152151.00    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $240336.00    | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98558.00     | 0.00%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345926.00    | 0.01%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144092 | PA      | $140158.22    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337480.50    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203990.00    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295476.00    | 0.01%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $98688.15     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245487.50    | 0.01%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJQ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224930 | PA      | $212394.87    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $77509.00     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53128 | PA      | $51111.99     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145074.00    | 0.00%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94535.00     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $191696.00    | 0.00%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194918.00    | 0.00%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $312656.25    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95967.00     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5304024.72   | 0.13%             | 2052-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                      | SANTA CLARA VLY CA TRANSPRTN AUTH SALES TAX REVENUE                             | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104158.90    | 0.00%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118662.00    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438912.00    | 0.01%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $141924.00    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1627158 | PA      | $1464513.69   | 0.04%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96092.00     | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $127275.20    | 0.00%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191044.00    | 0.00%             | 2026-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A9VX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140961 | PA      | $141523.37    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18114 | PA      | $17580.83     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5249269.94   | 0.13%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316963.50    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1578901 | PA      | $1494445.84   | 0.04%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWN49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257197 | PA      | $240050.49    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163352.00    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2718960.00   | 0.07%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338240 | PA      | $300267.77    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1621273 | PA      | $1511681.35   | 0.04%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70074.00     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845589 | PA      | $721950.84    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146199.00    | 0.00%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146536.50    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    168000 | PA      | $175912.80    | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $115773.00    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9428386 | PA      | $7779634.41   | 0.19%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135070.50    | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146271.00    | 0.00%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199036.00    | 0.00%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155268.00    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $245410.00    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D55J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427317 | PA      | $395637.46    | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252705.00    | 0.01%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866106 | PA      | $783095.03    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73917.00     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136840 | PA      | $126634.31    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153664.50    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6763750.00   | 0.16%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251676.00    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85440.00     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4871224 | PA      | $4178546.04   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41915.00     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178746.00    | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129735.00    | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127515.00    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347501.00    | 0.01%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99072.00     | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46707 | PA      | $42663.10     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194096.00    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416YT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36150 | PA      | $36156.48     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3178379 | PA      | $2708003.29   | 0.06%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8CQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90733 | PA      | $84956.34     | 0.00%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170176.00    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441445.50    | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124696.50    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81892 | PA      | $87377.58     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147288 | PA      | $133171.63    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $210947.50    | 0.01%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149838.00    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245295.00    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197846.00    | 0.00%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86194.00     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115245.00    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2113197 | PA      | $1816247.94   | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91259.00     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208674.00    | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288393.00    | 0.01%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $276864.00    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $387385.00    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $232980.00    | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230450.00    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253607.50    | 0.01%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5668007 | PA      | $4858603.97   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131910.00    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63516.00     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123943.50    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498277 | PA      | $465363.84    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195322.00    | 0.00%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85915.00     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400195 | PA      | $389949.00    | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    150000 | PA      | $120774.00    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494752 | PA      | $433599.32    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282468.00    | 0.01%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    600000 | PA      | $487749.60    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201222.50    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8CG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604415 | PA      | $565932.84    | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18750000 | PA      | $17585449.31  | 0.42%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139948.00    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232857.50    | 0.01%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148040.00    | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125886.80    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446180.00    | 0.01%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124750.50    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7QP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123829 | PA      | $123957.32    | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $212400.40    | 0.01%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMES0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1247875 | PA      | $1128278.15   | 0.03%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111727.50    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206491.70    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180NAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31342 | PA      | $28796.87     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78936.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    150000 | PA      | $123772.50    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $145861.50    | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $295527.00    | 0.01%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69362.00     | 0.00%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76642.00     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32802 | PA      | $30934.12     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1835480 | PA      | $1567931.40   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $213642.50    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100864.50    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183526.00    | 0.00%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576966.00    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48136.00     | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WCU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149579 | PA      | $134351.54    | 0.00%             | 2036-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141070.50    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102044 | PA      | $97079.34     | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85243.00     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236602.50    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    426000 | PA      | $428325.96    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177408.00    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48534.50     | 0.00%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196430.00    | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    362000 | PA      | $354683.98    | 0.01%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95359.00     | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $927646.50    | 0.02%             | 2024-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $183844.00    | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    550000 | PA      | $402094.00    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360336.00    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95494.00     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182652.00    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45579.50     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79439.00     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $467424.00    | 0.01%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $165765.00    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65162.00     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234482.50    | 0.01%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36241LL79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161071 | PA      | $165605.42    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $191042.00    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93895.00     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108180.40    | 0.00%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120321 | PA      | $113615.83    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    480000 | PA      | $429268.80    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64403.00     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | American Honda Finance Corp                                                     | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226520.00    | 0.01%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664048.00    | 0.02%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273042.00    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398568.00    | 0.01%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $313132.00    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83844.00     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816256 | PA      | $737548.55    | 0.02%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96624.00     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242276 | PA      | $209024.31    | 0.01%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193530.00    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82737.00     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5HJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674409 | PA      | $645951.20    | 0.02%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164434.00    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257637.00    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WT5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35385 | PA      | $34330.31     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157810.00    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139686.00    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184734.00    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25763 | PA      | $24777.74     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250269 | PA      | $253654.19    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBTN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334797 | PA      | $312530.85    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419AU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30374 | PA      | $29581.43     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378676.00    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W92S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1723482 | PA      | $1671952.54   | 0.04%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187620.00    | 0.00%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179094.00    | 0.00%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92952.00     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $139072.50    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189268.00    | 0.00%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184055.00    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36213FZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    474180 | PA      | $450881.38    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $173614.00    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501436 | PA      | $472379.91    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95509.00     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232222.00    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75959.00     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $124374.00    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68358.00     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3732897 | PA      | $2906605.06   | 0.07%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65114.00     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $86161.80     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477950.00    | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105049.50    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $132252.00    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469719 | PA      | $456924.04    | 0.01%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158203.50    | 0.00%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147480.00    | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $176692.00    | 0.00%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82568.00     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $893450.00    | 0.02%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97360.00     | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134106.00    | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $283473.00    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146127.00    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361942 | PA      | $317574.55    | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $207750.00    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97177.00     | 0.00%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193364.00    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2016-UBS10                             | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10              | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150553 | PA      | $139727.40    | 0.00%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97542.00     | 0.00%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154411.50    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432652 | PA      | $416113.98    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131736.00    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $435910.50    | 0.01%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80451.00     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86441.00     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88643.00     | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $128092.00    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72409.00     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177418.00    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                         | XLIT Ltd                                                                        | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $129840.10    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YHVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199660 | PA      | $189290.39    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89776.25     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243812.50    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147781.50    | 0.00%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177750.00    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36875.00     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263053 | PA      | $230807.52    | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7111015.66   | 0.17%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243997 | PA      | $225901.15    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171233 | PA      | $168448.60    | 0.00%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $88394.00     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $568753.20    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7UA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189201 | PA      | $184035.92    | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144252.00    | 0.00%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8914414.11   | 0.21%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419DTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62298 | PA      | $58953.58     | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331173.50    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45753 | PA      | $40179.78     | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87101 | PA      | $83771.94     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61635.00     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70760.00     | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944250.00    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    895124 | PA      | $849192.21    | 0.02%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10267800 | PA      | $7856471.34   | 0.19%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $552292.00    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94243.00     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185863 | PA      | $169935.24    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246610.00    | 0.01%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219942.50    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88533.00     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42901 | PA      | $38326.48     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $454663.00    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4333007.84   | 0.10%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $140661.00    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70297.00     | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145024.50    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140599.50    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2850000 | PA      | $2757916.50   | 0.07%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166984 | PA      | $151133.21    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119077.50    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95746 | PA      | $87914.01     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AASJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68565 | PA      | $68838.08     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100283.00    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421812.00    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188194.00    | 0.00%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6FN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291400 | PA      | $282498.49    | 0.01%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175381 | PA      | $175411.07    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81462.00     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $269384.50    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172090.50    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $947030.00    | 0.02%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341904.50    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $194120.00    | 0.00%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81331.00     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384012.00    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243202.50    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $253864.00    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43586.50     | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2519688 | PA      | $2147572.96   | 0.05%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76826.00     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68399.00     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271524.00    | 0.01%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19950000 | PA      | $16220285.26  | 0.39%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $448335.00    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $157612.50    | 0.00%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A8Y42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130826 | PA      | $130848.63    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $237007.50    | 0.01%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $190242.00    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315441.00    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $772679.69    | 0.02%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140929.50    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    170000 | PA      | $160559.05    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10971883 | PA      | $9066044.60   | 0.22%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $356445.00    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000 | PA      | $408771.00    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JQQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178809 | PA      | $165472.80    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114555.00    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $98334.00     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SRW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74523 | PA      | $69913.67     | 0.00%             | 2031-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347220.00    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $244273.44    | 0.01%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210962.50    | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60792 | PA      | $57053.79     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJXQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1365065.80   | 0.03%             | 2025-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295776.00    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155212.00    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    635000 | PA      | $598792.30    | 0.01%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $198375.00    | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80663.70     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QYS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66036 | PA      | $62730.99     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143193.00    | 0.00%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $159305.40    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418MHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194225 | PA      | $201976.53    | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7VX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622276 | PA      | $588885.21    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $217136.00    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7LT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1596091 | PA      | $1528741.44   | 0.04%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89039.00     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85762.00     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                          | Consolidated Edison Inc                                                         | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240082.50    | 0.01%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86837.00     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148386 | PA      | $140426.49    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $121612.50    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167BV0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $248745.00    | 0.01%             | 2023-03-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191668.00    | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                                                     | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158706.00    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202987.50    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409999.50    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161602.50    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9112697 | PA      | $7819717.13   | 0.19%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19950000 | PA      | $17195964.94  | 0.41%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329KXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187727 | PA      | $175343.94    | 0.00%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95535.00     | 0.00%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49273 | PA      | $46615.36     | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260262.00    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    686913 | PA      | $653124.13    | 0.02%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144478.50    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5272800 | PA      | $4413086.46   | 0.11%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159588.60    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101506.30    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217526.00    | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                 | Santander UK PLC                                                                | CUSIP: 80283LAX1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193064.00    | 0.00%             | 2024-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171764.00    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143217.00    | 0.00%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93311.00     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96254.00     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72387.00     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79022.00     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94414.00     | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    275000 | PA      | $251174.00    | 0.01%             | 2025-05-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $318979.50    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180718.00    | 0.00%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133407.00    | 0.00%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $141696.00    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IHC HEALTH SERVICES INC                                                          | IHC Health Services Inc                                                         | CUSIP: 45174XAA0<br>LEI: UHH3GVKP4EW0MPCVT846 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129648.00    | 0.00%             | 2048-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197984.00    | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91049.00     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280551.00    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419DD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344270 | PA      | $335284.35    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193412.00    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    250000 | PA      | $233187.50    | 0.01%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49170.00     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $49777.00     | 0.00%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187514.40    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                  | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42268.00     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83024.00     | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15105000 | PA      | $12145364.06  | 0.29%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77321 | PA      | $69201.29     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $143908.50    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3482195.32   | 0.08%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128197.50    | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5839963 | PA      | $5010438.25   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47128.00     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49571.50     | 0.00%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305253.00    | 0.01%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $219717.50    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160914.00    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197750.00    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137585 | PA      | $136415.85    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178EDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61551 | PA      | $56552.59     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $33179.00     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81733.00     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347977 | PA      | $314625.79    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3061900.52   | 0.07%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $175998.00    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KYSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29615 | PA      | $27295.46     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44454.00     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88541.00     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6VR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134762 | PA      | $130895.64    | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162573 | PA      | $126430.90    | 0.00%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221390.40    | 0.01%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $483961.50    | 0.01%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48790.00     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A2W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100040 | PA      | $100057.18    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306536.00    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139714.50    | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q94R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485773 | PA      | $467203.81    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255174.00    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Healthcare Trust of America Holdings LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    150000 | PA      | $127389.00    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625488 | PA      | $586855.33    | 0.01%             | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87625.00     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $79249.00     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208742.50    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security Inc                                               | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172998.00    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123420.00    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226412.50    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169238.00    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $196342.00    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79157.00     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187496.00    | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $483665.00    | 0.01%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $175318.00    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23920 | PA      | $23539.28     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203007.50    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                                          | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88296 | PA      | $81675.48     | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $150558.00    | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155206.00    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126079.20    | 0.00%             | 2025-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65410 | PA      | $63257.43     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171060.00    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143073.00    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847508 | PA      | $838633.33    | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465915 | PA      | $444277.84    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84800.00     | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3541242 | PA      | $3044582.22   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93945.00     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98156.00     | 0.00%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $810306.54    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FEZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247588 | PA      | $232363.90    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143629.50    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89338.00     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372076.00    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5FS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150218 | PA      | $135820.66    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $740691.00    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183059 | PA      | $149443.65    | 0.00%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67257.00     | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193748.00    | 0.00%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XTF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123398 | PA      | $115170.88    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $227945.00    | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126210.00    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313833 | PA      | $301836.59    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174062.00    | 0.00%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                      | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143844.00    | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FE8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $704355.00    | 0.02%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $144420.00    | 0.00%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804341 | PA      | $751210.68    | 0.02%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118644.00    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195830.00    | 0.00%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83303.00     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454856 | PA      | $430497.00    | 0.01%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166204.00    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161344.00    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    330000 | PA      | $355968.36    | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189020.00    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133221 | PA      | $128960.54    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $246170.56    | 0.01%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726112.50    | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311566.50    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45809 | PA      | $43956.50     | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89150.00     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142045.50    | 0.00%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $168952.00    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J62G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363713 | PA      | $332693.12    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ASSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72822 | PA      | $72835.34     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    400000 | PA      | $345687.20    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116536.50    | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $202311.00    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136477.50    | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143268.00    | 0.00%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140635.50    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351624 | PA      | $343117.90    | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311122.00    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616249 | PA      | $575543.14    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $236455.00    | 0.01%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571439 | PA      | $528818.69    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWHK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134076 | PA      | $127863.77    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566179 | PA      | $496757.09    | 0.01%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219843 | PA      | $198772.74    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97786.00     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312946ES1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77313 | PA      | $77401.50     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $176984.00    | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                     | CUSIP: 302154CY3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192514.00    | 0.00%             | 2024-06-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242709.00    | 0.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258337 | PA      | $244619.99    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $910091.72    | 0.02%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8557558.56   | 0.21%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110288 | PA      | $98528.68     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CAJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557305 | PA      | $504056.09    | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338830 | PA      | $320705.84    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245607.50    | 0.01%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    100000 | PA      | $108365.00    | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $329318.50    | 0.01%             | 2025-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95149.00     | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $236730.00    | 0.01%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95009.00     | 0.00%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265812.00    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $278498.50    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270178.75    | 0.01%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367436.00    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309214.50    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92472.00     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMHU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390782 | PA      | $387232.92    | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237942.50    | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WPD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259415 | PA      | $233006.07    | 0.01%             | 2036-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LSKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32368 | PA      | $30537.48     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank/Cincinnati OH                                                   | Fifth Third Bank NA                                                             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191816.00    | 0.00%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188324.00    | 0.00%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438264.00    | 0.01%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    547000 | PA      | $520109.48    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31407VFE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81969 | PA      | $86348.44     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128910.00    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3487781.27   | 0.08%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $84160.00     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95182.00     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109086.00    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AH50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52320 | PA      | $51701.80     | 0.00%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415205.00    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X45X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479819 | PA      | $1436660.75   | 0.03%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438100 | PA      | $402193.21    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171289.50    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267501.00    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAD5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139425.00    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216196.00    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200424.00    | 0.00%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207982 | PA      | $202058.45    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $5807750.02   | 0.14%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331301 | PA      | $319036.35    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233422.50    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $216057.00    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139213.50    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325402.00    | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243556 | PA      | $222467.20    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118974.00    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $92931.00     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5222851.59   | 0.13%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6538340 | PA      | $5580828.16   | 0.13%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104080.00    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188139 | PA      | $162312.20    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85478.00     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J6GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174594 | PA      | $154917.29    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299757.50    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1224308 | PA      | $1012972.07   | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $276213.00    | 0.01%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179582.00    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $378856.00    | 0.01%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    420000 | PA      | $366634.80    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436198.50    | 0.01%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $407060.00    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71985 | PA      | $65197.75     | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $134820.00    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62797.50     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE Capital Corp                                                              | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    100000 | PA      | $91836.00     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181484.00    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $349290.00    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | National Retail Properties Inc                                                  | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $90859.00     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349995 | PA      | $337737.96    | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156530.55    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $304236.00    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137487.00    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231910.00    | 0.01%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    150000 | PA      | $101132.55    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165156.00    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | Santander UK PLC                                                                | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197286.00    | 0.00%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    309000 | PA      | $296738.88    | 0.01%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                         | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97244.00     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    550000 | PA      | $413077.50    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170190.00    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125358.00    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43345.00     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61618 | PA      | $58418.09     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13500000 | PA      | $13428814.91  | 0.32%             | 2052-12-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $398940.00    | 0.01%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104240.40    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93510.00     | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    775000 | PA      | $575259.25    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67134.00     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722389 | PA      | $633113.98    | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340596 | PA      | $343472.81    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119461.50    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144325.50    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137919.00    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280713.00    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219441.00    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188342.00    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $108358.50    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $664417.50    | 0.02%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72573.00     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42820.65     | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4567329.11   | 0.11%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189456.00    | 0.00%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156037.50    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112636.50    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239745.00    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $566244.00    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    750000 | PA      | $725902.50    | 0.02%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96314.00     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $265009.50    | 0.01%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597293 | PA      | $546351.16    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2123300 | PA      | $2306268.75   | 0.06%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352910 | PA      | $326736.43    | 0.01%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238832.50    | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                         | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142876 | PA      | $128119.65    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224937.50    | 0.01%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140128.00    | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154581.00    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5100573 | PA      | $4192635.11   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223100.00    | 0.01%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148041.00    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190790.00    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $197084.00    | 0.00%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149349.00    | 0.00%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186828.00    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96525.00     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168934.50    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                             | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1150000 | PA      | $1119962.00   | 0.03%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K3LH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925170 | PA      | $826527.53    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132150.00    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541227.50    | 0.01%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359177 | PA      | $320290.09    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46374.50     | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $183310.00    | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95909.00     | 0.00%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fibria Overseas Finance Ltd                                                      | Fibria Overseas Finance Ltd                                                     | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200028.00    | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341876.00    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463180.00    | 0.01%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $391837.50    | 0.01%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $358245.00    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226145.00    | 0.01%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138516.00    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4TZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674621 | PA      | $610397.34    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2946281.25   | 0.07%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8B67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73368 | PA      | $68919.49     | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221170.00    | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198694.00    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $7531453.10   | 0.18%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88340.00     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142557.00    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $143268.00    | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39375.50     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $356436.00    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J82W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757085 | PA      | $729513.70    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198734.00    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44279.00     | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139620.00    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10440227 | PA      | $8612912.22   | 0.21%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LDCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27563 | PA      | $28528.90     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890945 | PA      | $779730.06    | 0.02%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301577.25    | 0.01%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456865 | PA      | $426489.87    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $11982609.41  | 0.29%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $222457.50    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76588.00     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40420.50     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66498 | PA      | $63838.22     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $378850.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245575.00    | 0.01%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1507138 | PA      | $1323814.39   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21384 | PA      | $22914.13     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198898.00    | 0.00%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $384547.50    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: 549300MZTYKU2IU56D87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96522.00     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193160.00    | 0.00%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189666.00    | 0.00%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2TK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82681 | PA      | $85287.41     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $6137824.20   | 0.15%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229482.50    | 0.01%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NG6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239555.00    | 0.01%             | 2025-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100419 | PA      | $94906.17     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389216.00    | 0.01%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $5975156.25   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217604 | PA      | $208619.04    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275445.00    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $68888.25     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95303.00     | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163868.00    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93999.00     | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46309.95     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199740.00    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239010.00    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95376.00     | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184318.00    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138156.00    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    193000 | PA      | $206396.13    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200220.00    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93996.00     | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96277.00     | 0.00%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J86E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35446 | PA      | $33460.77     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31297KM58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194551 | PA      | $200954.99    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120193 | PA      | $114177.91    | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318624.90    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295235.50    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104269.00    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159924.00    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $326700.50    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $400120.00    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $345150.00    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $186196.00    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236009 | PA      | $227077.60    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322339.50    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51091 | PA      | $51537.23     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280293 | PA      | $259387.98    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81138.00     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96814.00     | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239160.00    | 0.01%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387676.00    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1346135 | PA      | $1199353.03   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $298765.00    | 0.01%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $178620.00    | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93978.00     | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240212.50    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    169000 | PA      | $154293.62    | 0.00%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CSD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64628 | PA      | $62182.64     | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197596.00    | 0.00%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446830.00    | 0.01%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80771.00     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $241810.00    | 0.01%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157557.50    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130182.00    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131286 | PA      | $132430.35    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93985.00     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111333.00    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MDS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171881 | PA      | $157065.14    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150448.50    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244897.50    | 0.01%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6849701.81   | 0.16%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AQ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $145789.50    | 0.00%             | 2024-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84388.00     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105542.00    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115106.00    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482901 | PA      | $410271.91    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $144103.50    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $73323.80     | 0.00%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96214.00     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $163096.00    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    224000 | PA      | $219027.20    | 0.01%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $166800.00    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $113816.30    | 0.00%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98940.00     | 0.00%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439704 | PA      | $417140.80    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66194 | PA      | $66752.96     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96315.00     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $93697.00     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EV1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $729772.50    | 0.02%             | 2023-07-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $325125.50    | 0.01%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $222765.00    | 0.01%             | 2026-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3357480.00   | 0.08%             | 2023-11-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $218002.50    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331821.00    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86137.00     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71253.00     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188672.00    | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63569.00     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151276.00    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    195000 | PA      | $191402.25    | 0.00%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $343740.00    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9545800 | PA      | $8852610.83   | 0.21%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1194856.00   | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $485138.50    | 0.01%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122248.00    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31368HM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73932 | PA      | $75090.33     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $111221.00    | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239537.50    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331261.00    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509003 | PA      | $435987.77    | 0.01%             | 2036-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048AR9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $189544.00    | 0.00%             | 2026-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209445.00    | 0.01%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328766 | PA      | $302977.71    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ENC2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $192614.00    | 0.00%             | 2023-09-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93378.00     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233382.50    | 0.01%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                     | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192830.00    | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239513 | PA      | $242889.81    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366096.00    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACLE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200450 | PA      | $189109.77    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137594.00    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207372.50    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175948.00    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89069.00     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242430.00    | 0.01%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3600878.93   | 0.09%             | 2024-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192416.00    | 0.00%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163468.50    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192872.00    | 0.00%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420058 | PA      | $392685.21    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $385968.00    | 0.01%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102989.00    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115183.50    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2107642 | PA      | $1735717.62   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94651.00     | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24146 | PA      | $24335.98     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $159282.00    | 0.00%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293490.00    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9000351.54   | 0.22%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36181LUA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57286 | PA      | $54505.95     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41559.00     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBC8<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    252427 | PA      | $241529.37    | 0.01%             | 2049-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                          | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91190 | PA      | $83320.46     | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97253.00     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $113206.50    | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352763 | PA      | $338711.06    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1334945 | PA      | $1206998.95   | 0.03%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239079 | PA      | $223499.68    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    298000 | PA      | $285096.60    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18850000 | PA      | $16130004.00  | 0.39%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508035.00    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89335.00     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186202.00    | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48615.00     | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142911.00    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45850 | PA      | $43995.96     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122884.50    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308329.00    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $141716.00    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83312.00     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128964.00    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192486.00    | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WC2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73061 | PA      | $70842.24     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $179301.60    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                   | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223132.50    | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146022.00    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $77658.00     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    303492 | PA      | $279692.05    | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47958.50     | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJ2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31540 | PA      | $33274.41     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140050.50    | 0.00%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    450000 | PA      | $368500.50    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123393.00    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176826.00    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5605089.86   | 0.13%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125974.50    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133753.50    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4JX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215799 | PA      | $223930.46    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208670.00    | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247777 | PA      | $231410.26    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $257826.00    | 0.01%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    575000 | PA      | $467866.00    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2467367 | PA      | $2217350.60   | 0.05%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97352.00     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83636.00     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $16527578.33  | 0.40%             | 2052-12-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255276.00    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29273RAP4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96435.00     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $49380.00     | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88232.82     | 0.00%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85639.00     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440770.50    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111344.80    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303786.00    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4HZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313173 | PA      | $315909.91    | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544108 | PA      | $1389716.87   | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    212000 | PA      | $225523.48    | 0.01%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187370.00    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WSNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25697 | PA      | $23472.08     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191338.00    | 0.00%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GXPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394951 | PA      | $368253.96    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141177.00    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183406.00    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BR24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53443 | PA      | $51683.91     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198047.50    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115753.50    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98642.00     | 0.00%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $166254.00    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140518.50    | 0.00%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340796.00    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101782.00    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153181 | PA      | $150629.02    | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79594.00     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160482.00    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236652.00    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91090.00     | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $388390.00    | 0.01%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78435.00     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140826.00    | 0.00%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31400HF40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241065 | PA      | $248326.33    | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96198.00     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85767.00     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $207242.50    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $84647.00     | 0.00%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43849.50     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84798.00     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196630.00    | 0.00%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124827 | PA      | $121569.02    | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98271.00     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89500.00     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222932.50    | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $158680.00    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $85150.00     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195718.00    | 0.00%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1038906 | PA      | $985596.14    | 0.02%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99603.00     | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246630.00    | 0.01%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45995.00     | 0.00%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $210245.00    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66684.00     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111327.00    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148219.50    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136060.55    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $107537.25    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $141960.00    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JQRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127913 | PA      | $114274.62    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135036.00    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5178010 | PA      | $4440904.29   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451128 | PA      | $428937.13    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188876 | PA      | $184306.61    | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223600.00    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162820.00    | 0.00%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41136 | PA      | $39526.40     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374260 | PA      | $334356.09    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132639.00    | 0.00%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43091.55     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244535.00    | 0.01%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97531.25     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160304.00    | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $178626.00    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETEH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89720 | PA      | $87777.69     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    349000 | PA      | $309775.89    | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127813.50    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $372312.00    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $224272.50    | 0.01%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104020 | PA      | $101129.26    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193010.00    | 0.00%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146787.00    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $454160.00    | 0.01%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141862.00    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84772.00     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $179210.00    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $88656.00     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101806.37    | 0.00%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475513 | PA      | $369824.86    | 0.01%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436820.00    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90841.00     | 0.00%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112576.50    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2313700 | PA      | $2458125.50   | 0.06%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94775 | PA      | $97443.01     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64250.00     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285672.00    | 0.01%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143184.00    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113584.50    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98958.00     | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $180166.00    | 0.00%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183974.00    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $233372.50    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98446.50     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473246.36    | 0.01%             | 2061-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174914.00    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294378 | PA      | $287372.61    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21346 | PA      | $19680.38     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176042.00    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141909.00    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132193.50    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321692.00    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532031.50    | 0.01%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144573.00    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2CH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54973 | PA      | $50510.98     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88452 | PA      | $69911.04     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419DM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256843 | PA      | $256886.52    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    112000 | PA      | $118097.28    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188113 | PA      | $178510.73    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79454.00     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195948.00    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479050.00    | 0.01%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3227540 | PA      | $2655158.31   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109389.00    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190168.00    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144918.00    | 0.00%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86961.00     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139605.00    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141534.00    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147799.50    | 0.00%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95593.00     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $241430.00    | 0.01%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466370.00    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $372240.00    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232502.50    | 0.01%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182134.00    | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $233480.00    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    174000 | PA      | $159063.84    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $191850.00    | 0.00%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     75000 | PA      | $56072.25     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    200000 | PA      | $174974.40    | 0.00%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67648.00     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202112.50    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $6387031.25   | 0.15%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193858.00    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238767.50    | 0.01%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                         | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98471.00     | 0.00%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81507.00     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270654.00    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    629000 | PA      | $424486.94    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198026.00    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $147532.50    | 0.00%             | 2024-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELBW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80372 | PA      | $84812.57     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279066.00    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    330000 | PA      | $277299.00    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321414.00    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $351058.50    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $76290.00     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235374.00    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241542.50    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87003.00     | 0.00%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161144.00    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BGG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75427 | PA      | $73382.54     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMQG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51866 | PA      | $49122.56     | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199582.50    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345648 | PA      | $298209.01    | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $263808.00    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807486 | PA      | $706249.93    | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281793.00    | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118009.50    | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $231695.00    | 0.01%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126294.00    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132871.05    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207627.50    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139863.00    | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153340.20    | 0.00%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145224 | PA      | $139770.40    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92379.00     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $216512.50    | 0.01%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123859.50    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97488.00     | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187404.00    | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3610800 | PA      | $2968754.63   | 0.07%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47910.00     | 0.00%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133242 | PA      | $126405.04    | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84370.00     | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415120.50    | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $233030.00    | 0.01%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140541.00    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165568.00    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197758.00    | 0.00%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4043909 | PA      | $3324083.70   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95354.00     | 0.00%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $103818.00    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    150000 | PA      | $135511.50    | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638246.00    | 0.02%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251395.00    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $188968.00    | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635570 | PA      | $627857.39    | 0.02%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141372.00    | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241050.00    | 0.01%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272748 | PA      | $261872.66    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $70577.00     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                  | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    195000 | PA      | $190741.20    | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326040.00    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179496.00    | 0.00%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144816.00    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30284 | PA      | $30359.97     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79018.00     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876750.00    | 0.02%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289734.00    | 0.01%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284392 | PA      | $269166.54    | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    300000 | PA      | $270105.00    | 0.01%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335A3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738614 | PA      | $755285.07    | 0.02%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97179.00     | 0.00%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178782.50    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86098.00     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98871.00     | 0.00%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $170428.00    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $141175.50    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180220.00    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $84552.00     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162241.50    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LTMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824197 | PA      | $753151.21    | 0.02%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230510.00    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35961 | PA      | $37978.87     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241310.00    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132738.00    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $96759.00     | 0.00%             | 2025-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138381.00    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211710.00    | 0.01%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64215.00     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281508 | PA      | $275413.03    | 0.01%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $184204.00    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $288028.00    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68819.00     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    117000 | PA      | $92088.36     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77778.00     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168550.00    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84492 | PA      | $83773.97     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64639 | PA      | $62887.22     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103092.00    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $197142.50    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251559.00    | 0.01%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698379 | PA      | $1528562.63   | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $116600.50    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $199980.00    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    274000 | PA      | $264462.06    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195237.50    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290706.00    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184575.00    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8471250.00   | 0.20%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45662.00     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26879 | PA      | $24541.46     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    501000 | PA      | $477743.58    | 0.01%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105508.00    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1559080 | PA      | $1364463.02   | 0.03%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $145273.50    | 0.00%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2014-GC20                                          | CUSIP: 36252WAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $219733.06    | 0.01%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                         | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $186238.00    | 0.00%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $183657.50    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AMDZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204193 | PA      | $204995.45    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267826 | PA      | $255668.25    | 0.01%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284874.80    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CNTY FL WTR & SWR REVENUE                                            | CUSIP: 59334DLS1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81584.10     | 0.00%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9SP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377895 | PA      | $351779.96    | 0.01%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140161.50    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $161799.00    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475832.86    | 0.01%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    150000 | PA      | $145282.50    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221760.00    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83070.00     | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187224.00    | 0.00%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2593600 | PA      | $2340521.39   | 0.06%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177280.00    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105376.50    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113769.00    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $186614.00    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                                                         | United Airlines 2012-1 Class A Pass Through Trust                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79863 | PA      | $76921.16     | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149974 | PA      | $148699.40    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119236.00    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80349.00     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C3                                          | CFCRE Commercial Mortgage Trust 2016-C3                                         | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402000 | PA      | $382470.29    | 0.01%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $190684.00    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    250000 | PA      | $211790.00    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $120249.00    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239397 | PA      | $223943.87    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83510.00     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155451 | PA      | $145702.06    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    428693 | PA      | $347352.99    | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $171850.00    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125875.50    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $628128.00    | 0.02%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $223567.50    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193342.00    | 0.00%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $226890.00    | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111924.00    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189084.00    | 0.00%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122829.00    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239577.50    | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196520.00    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F1VU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342074 | PA      | $319006.90    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ADPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238373 | PA      | $240455.72    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94254.00     | 0.00%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $277890.00    | 0.01%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating LP                                                     | Energy Transfer Operating LP                                                    | CUSIP: 29278NAR4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288799.00    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42953.50     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037016 | PA      | $930892.23    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74232.00     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81778 | PA      | $85041.45     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98945 | PA      | $94133.30     | 0.00%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3932476.58   | 0.09%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24200000 | PA      | $14952953.25  | 0.36%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472315.00    | 0.01%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $81003.00     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                       | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $95780.00     | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    233000 | PA      | $220639.35    | 0.01%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143715.00    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y32E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274908 | PA      | $266560.18    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81132.00     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80153.00     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96951.00     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5750000 | PA      | $5624555.64   | 0.13%             | 2023-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86785.00     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245235 | PA      | $232716.60    | 0.01%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170224.25    | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210386.00    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91240.50     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265656 | PA      | $251072.51    | 0.01%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141946.50    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192725.00    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $300765.50    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71078.00     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96032.00     | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368490 | PA      | $364314.12    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95236.00     | 0.00%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178438.00    | 0.00%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $364680.00    | 0.01%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104556.00    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138850.50    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $454630.00    | 0.01%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124576.50    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484480.00    | 0.01%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2274471 | PA      | $1770102.30   | 0.04%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97143.00     | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AZ5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     75333 | PA      | $75471.19     | 0.00%             | 2024-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280974.00    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91254.00     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152743.50    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178086 | PA      | $173526.73    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2321834 | PA      | $1985204.62   | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220122.50    | 0.01%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49351.50     | 0.00%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    150000 | PA      | $116679.00    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    150000 | PA      | $115681.50    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64063.00     | 0.00%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $101473.50    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82855.00     | 0.00%             | 2042-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3808800.00   | 0.09%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85205.00     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236805.00    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96522.00     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BSY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954398 | PA      | $891356.17    | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1313878 | PA      | $1149895.17   | 0.03%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335APX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207228 | PA      | $187688.76    | 0.00%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87769.00     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-27

**Name of Applicant:** SCHWAB INVESTMENTS

**Signature:** Mark Fischer

**Name of Signer:** Mark Fischer

**Title:** CFO