# EDGAR Filing Document

**Accession Number:** 0001454889
**File Stem:** 0001410368-26-050047
**Filing Date:** 2026-5
**Character Count:** 285856
**Document Hash:** c6306512f10bbbb4c9688393a45b0880
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-050047.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0001410368-26-050047

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SCHWAB STRATEGIC TRUST
- **CENTRAL INDEX KEY:** 0001454889

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231
- **LEGAL ENTITY IDENTIFIER:** 549300NAZEQOIX80E226

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22311
- **FILM NUMBER:** 261012306

**BUSINESS ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 800-650-9744

**MAIL ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Schwab Strategic Trust
- **DATE OF NAME CHANGE:** 20090127

## Series and Classes Contracts Data

### Schwab Core Bond ETF (Series ID: S000089699)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000256323 | Schwab Core Bond ETF | SCCR            |

## Nport-Ex

Schwab Strategic Trust

Schwab Core Bond ETF

------

**Portfolio Holdings** as of March 31, 2026 (Unaudited)

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

For fixed rate securities, the rate shown is the coupon rate (the rate established when the security was issued). For variable rate securities, the rate shown is the interest 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.

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CORPORATES** 31.0% OF NET ASSETS | **CORPORATES** 31.0% OF NET ASSETS | **CORPORATES** 31.0% OF NET ASSETS |
| **Financial Institutions 10.9%** | **Financial Institutions 10.9%** | **Financial Institutions 10.9%** |
| ***Banking 9.4%***  | ***Banking 9.4%***  | ***Banking 9.4%***  |
| **American Express Co.** | **American Express Co.** | **American Express Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/16/28 *(a)(b)* | 5315000 | 5345189 |
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/27/28 *(a)(b)* | 9390000 | 9383051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 01/23/35 *(a)(b)* | 6105000 | 6230214 |
| **Capital One Financial Corp.** | **Capital One Financial Corp.** | **Capital One Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/02/27 *(a)(b)* | 4635000 | 4559032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/26/30 *(a)(b)* | 5410000 | 5485902 |
| **Citigroup, Inc.** | **Citigroup, Inc.** | **Citigroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 02/13/30 *(a)(b)* | 8385000 | 8516141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 06/03/31 *(a)(b)* | 7220000 | 6623484 |
| **Goldman Sachs Group, Inc.** | **Goldman Sachs Group, Inc.** | **Goldman Sachs Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 *(b)* | 9205000 | 8566449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38 *(a)(b)* | 6590000 | 5751950 |
| **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 01/24/31 *(a)(b)* | 5640000 | 5742704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38 *(a)(b)* | 7990000 | 7025767 |
| **Morgan Stanley** | **Morgan Stanley** | **Morgan Stanley** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 02/01/29 *(a)(b)* | 8950000 | 9052209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 01/18/36 *(a)(b)* | 5180000 | 5285776 |
| **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 10/20/34 *(a)(b)* | 5035000 | 5562920 |
| **U.S. Bancorp** | **U.S. Bancorp** | **U.S. Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 01/27/28 *(a)(b)* | 5650000 | 5552424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 *(b)* | 5550000 | 4880448 |
| **Wells Fargo & Co.** | **Wells Fargo & Co.** | **Wells Fargo & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 *(b)* | 6940000 | 6901761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 04/30/41 *(a)(b)* | 8585000 | 6450340 |
|  |  | **116915761** |
| ***Brokerage/Asset Managers/Exchanges 0.5%***  | ***Brokerage/Asset Managers/Exchanges 0.5%***  | ***Brokerage/Asset Managers/Exchanges 0.5%***  |
| **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 *(b)* | 6340000 | **6270450** |
| ***Insurance 0.4%***  | ***Insurance 0.4%***  | ***Insurance 0.4%***  |
| **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 *(b)* | 4920000 | **5052496** |
| ***REITs 0.6%***  | ***REITs 0.6%***  | ***REITs 0.6%***  |
| **Simon Property Group LP** | **Simon Property Group LP** | **Simon Property Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 *(b)* | 6845000 | **6702829** |
|  |  | **134941536** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Industrial 19.4%** | **Industrial 19.4%** | **Industrial 19.4%** |
| ***Basic Industry 0.9%***  | ***Basic Industry 0.9%***  | ***Basic Industry 0.9%***  |
| **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 *(b)* | 6795000 | 6441932 |
| **Rio Tinto Finance USA PLC** | **Rio Tinto Finance USA PLC** | **Rio Tinto Finance USA PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 *(b)* | 4330000 | 4400622 |
|  |  | **10842554** |
| ***Capital Goods 1.8%***  | ***Capital Goods 1.8%***  | ***Capital Goods 1.8%***  |
| **Boeing Co.** | **Boeing Co.** | **Boeing Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 *(b)* | 4630000 | 4641992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 *(b)* | 5510000 | 5330484 |
| **Caterpillar, Inc.** | **Caterpillar, Inc.** | **Caterpillar, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 *(b)* | 2860000 | 2932644 |
| **General Electric Co.** | **General Electric Co.** | **General Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/32  | 3150000 | 3517416 |
| **RTX Corp.** | **RTX Corp.** | **RTX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 *(b)* | 5650000 | 6096802 |
|  |  | **22519338** |
| ***Communications 1.8%***  | ***Communications 1.8%***  | ***Communications 1.8%***  |
| **AT&T, Inc.** | **AT&T, Inc.** | **AT&T, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 *(b)* | 4245000 | 3711318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 *(b)* | 7560000 | 4920955 |
| **Meta Platforms, Inc.** | **Meta Platforms, Inc.** | **Meta Platforms, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 *(b)* | 3060000 | 3029339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 *(b)* | 3040000 | 2821698 |
| **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 *(b)* | 4940000 | 3614746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 *(b)* | 4710000 | 3806104 |
|  |  | **21904160** |
| ***Consumer Cyclical 2.2%***  | ***Consumer Cyclical 2.2%***  | ***Consumer Cyclical 2.2%***  |
| **Amazon.com, Inc.** | **Amazon.com, Inc.** | **Amazon.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/13/36 *(b)* | 3340000 | 3310241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 *(b)* | 6225000 | 4985727 |
| **American Honda Finance Corp.** | **American Honda Finance Corp.** | **American Honda Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/28  | 5000000 | 4961250 |
| **Honda Motor Co. Ltd.** | **Honda Motor Co. Ltd.** | **Honda Motor Co. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 *(b)* | 4870000 | 4833134 |
| **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 *(b)* | 5280000 | 4962777 |
| **Target Corp.** | **Target Corp.** | **Target Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/35 *(b)* | 4760000 | 4779564 |
|  |  | **27832693** |
| ***Consumer Non-Cyclical 3.0%***  | ***Consumer Non-Cyclical 3.0%***  | ***Consumer Non-Cyclical 3.0%***  |
| **AbbVie, Inc.** | **AbbVie, Inc.** | **AbbVie, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 *(b)* | 5835000 | 5123830 |

---

**1**

------

Schwab Core Bond ETF

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Anheuser-Busch InBev Finance, Inc.** | **Anheuser-Busch InBev Finance, Inc.** | **Anheuser-Busch InBev Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 *(b)* | 5735000 | 5182777 |
| **CommonSpirit Health** | **CommonSpirit Health** | **CommonSpirit Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/01/42  | 5355000 | 4597589 |
| **CVS Health Corp.** | **CVS Health Corp.** | **CVS Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 *(b)* | 5270000 | 5253136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 *(b)* | 4800000 | 4857984 |
| **GE HealthCare Technologies, Inc.** | **GE HealthCare Technologies, Inc.** | **GE HealthCare Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 *(b)* | 4650000 | 4692873 |
| **Pfizer Investment Enterprises Pte. Ltd.** | **Pfizer Investment Enterprises Pte. Ltd.** | **Pfizer Investment Enterprises Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 *(b)* | 7680000 | 7142016 |
| **Providence St. Joseph Health Obligated Group** | **Providence St. Joseph Health Obligated Group** | **Providence St. Joseph Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 10/01/32 *(b)* | 1000000 | 1019690 |
|  |  | **37869895** |
| ***Energy 1.8%***  | ***Energy 1.8%***  | ***Energy 1.8%***  |
| **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 *(b)* | 5920000 | 5888091 |
| **Devon Energy Corp.** | **Devon Energy Corp.** | **Devon Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 *(b)* | 4440000 | 4450434 |
| **EQT Corp.** | **EQT Corp.** | **EQT Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 *(b)* | 1771000 | 1755840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 *(b)* | 4680000 | 4663667 |
| **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 *(b)* | 5830000 | 5967355 |
|  |  | **22725387** |
| ***Technology 3.6%***  | ***Technology 3.6%***  | ***Technology 3.6%***  |
| **Broadcom, Inc.** | **Broadcom, Inc.** | **Broadcom, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 *(b)* | 5962000 | 5915019 |
| **Cisco Systems, Inc.** | **Cisco Systems, Inc.** | **Cisco Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/15/39  | 3900000 | 4125888 |
| **Fiserv, Inc.** | **Fiserv, Inc.** | **Fiserv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 *(b)* | 2500000 | 2395575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 *(b)* | 3040000 | 3073592 |
| **Micron Technology, Inc.** | **Micron Technology, Inc.** | **Micron Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 *(b)* | 4670000 | 5041919 |
| **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; 5.00%, 01/15/33 *(b)* | 3750000 | 3735938 |
| **Oracle Corp.** | **Oracle Corp.** | **Oracle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 *(b)* | 1300000 | 1253070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 *(b)* | 1000000 | 952160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 *(b)* | 6635000 | 4383745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 *(b)* | 5000000 | 4149700 |
| **QUALCOMM, Inc.** | **QUALCOMM, Inc.** | **QUALCOMM, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 *(b)* | 5640000 | 4990892 |
| **Synopsys, Inc.** | **Synopsys, Inc.** | **Synopsys, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 *(b)* | 4735000 | 4771223 |
|  |  | **44788721** |
| ***Transportation 4.3%***  | ***Transportation 4.3%***  | ***Transportation 4.3%***  |
| **American Airlines 2012-1 Class AA Pass-Through Trust** | **American Airlines 2012-1 Class AA Pass-Through Trust** | **American Airlines 2012-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/11/36  | 12583631 | 11266628 |
| **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  | 3540887 | 3481330 |
| **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  | 931940 | 915324 |
| **American Airlines 2016-3 Class AA Pass-Through Trust** | **American Airlines 2016-3 Class AA Pass-Through Trust** | **American Airlines 2016-3 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/30  | 1068191 | 1035386 |
| **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%, 08/15/30  | 283750 | 275961 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **American Airlines 2017-2 Class AA Pass-Through Trust** | **American Airlines 2017-2 Class AA Pass-Through Trust** | **American Airlines 2017-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/31  | 475267 | 457330 |
| **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  | 6029351 | 5615497 |
| **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  | 969520 | 940744 |
| **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  | 9778748 | 9421725 |
| **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  | 4529988 | 4413205 |
| **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  | 9672271 | 8881563 |
| **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  | 4905909 | 4983325 |
| **United Airlines 2025-1 Pass-Through Trust** | **United Airlines 2025-1 Pass-Through Trust** | **United Airlines 2025-1 Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/29  | 1229971 | 1205335 |
|  |  | **52893353** |
|  |  | **241376101** |
| **Utility 0.7%** | **Utility 0.7%** | **Utility 0.7%** |
| ***Electric 0.7%***  | ***Electric 0.7%***  | ***Electric 0.7%***  |
| **Florida Power & Light Co.** | **Florida Power & Light Co.** | **Florida Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 *(b)* | 3500000 | 3133130 |
| **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 *(b)* | 5870000 | 5299964 |
|  |  | **8433094** |
| **Total Corporates**<br> **(Cost $388,976,743)** | **Total Corporates**<br> **(Cost $388,976,743)** | **384750731** |
| **TREASURIES** 17.9% OF NET ASSETS | **TREASURIES** 17.9% OF NET ASSETS | **TREASURIES** 17.9% OF NET ASSETS |
| **U.S. Treasury Bonds** | **U.S. Treasury Bonds** | **U.S. Treasury Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/45  | 21000000 | 20256797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/51  | 11650000 | 7289441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/51  | 5500000 | 3132422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/55  | 9700000 | 9451437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/55  | 22350000 | 21351234 |
| **U.S. Treasury Notes** | **U.S. Treasury Notes** | **U.S. Treasury Notes** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/31/27  | 27000000 | 26795918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/29/28  | 35000000 | 34729297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/29  | 15800000 | 15667305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/29  | 43000000 | 42632148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/30/30  | 28100000 | 27586297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/31/30  | 13425000 | 13244602 |
| **Total Treasuries**<br> **(Cost $222,993,550)** | **Total Treasuries**<br> **(Cost $222,993,550)** | **222136898** |
| **GOVERNMENT RELATED** 21.9% OF NET ASSETS | **GOVERNMENT RELATED** 21.9% OF NET ASSETS | **GOVERNMENT RELATED** 21.9% OF NET ASSETS |
| **Local Authority 21.9%** | **Local Authority 21.9%** | **Local Authority 21.9%** |
| **U.S. 21.9%** | **U.S. 21.9%** | **U.S. 21.9%** |
| **Albany Capital Resource Corp.** |  |  |
| RB Series 2025B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 05/01/31  | 630000 | 642888 |
| RB Series 2025B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/33  | 755000 | 774714 |
| **American Municipal Power, Inc.** |  |  |
| RB Series 2019D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 02/15/30  | 300000 | 281965 |

---

**2**

------

Schwab Core Bond ETF

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Broomfield Urban Renewal Authority** |  |  |
| Tax Allocation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/01/30  | 515000 | 528865 |
| **Burbank-Glendale-Pasadena Airport Authority** <br> **Brick Campaign**<br>|  |  |
| RB Series 2012B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 07/01/41  | 265000 | 284012 |
| **California Health Facilities Financing Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 06/01/29  | 235000 | 224883 |
| **California State Public Works Board** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 09/01/36 *(b)(c)* | 3000000 | 3025227 |
| **California State University** |  |  |
| RB Series 2020B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 11/01/51 *(b)* | 1010000 | 668590 |
| **Central Florida Tourism Oversight District Utility** <br> **Revenue**<br>|  |  |
| RB Series 2025-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/01/29  | 500000 | 498714 |
| RB Series 2025-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/01/30  | 1000000 | 994858 |
| RB Series 2025-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 10/01/31  | 1500000 | 1493901 |
| **City of Asheville** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 04/01/33  | 550000 | 565908 |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 04/01/36 *(b)* | 625000 | 645484 |
| **City of Atlanta Airport Customer Facility Charge** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/01/35  | 500000 | 508452 |
| **City of Austin** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 09/01/37 *(b)* | 1070000 | 1071213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 09/01/37 *(b)* | 750000 | 750850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 09/01/38 *(b)* | 2285000 | 2289860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 09/01/38 *(b)* | 890000 | 891893 |
| **City of Charlotte** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 06/01/38 *(b)* | 500000 | 509957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/01/42 *(b)* | 6460000 | 6584407 |
| **City of Chicago** |  |  |
| GO Bonds Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/01/31  | 935000 | 939289 |
| **City of Chula Vista** |  |  |
| RB 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.83%, 06/01/31  | 1685000 | 1493092 |
| **City of Garland** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 02/15/31  | 650000 | 657416 |
| **City of Glendale** |  |  |
| COP 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.32%, 07/01/31  | 1000000 | 907407 |
| COP 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 07/01/37 *(b)* | 750000 | 620101 |
| **City of Kansas City** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 04/01/39 *(b)* | 2140000 | 2227244 |
| **City of Lakeland** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.61%, 10/01/28  | 405000 | 410333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 10/01/30  | 405000 | 414582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 10/01/31  | 415000 | 426417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 10/01/32  | 200000 | 206067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 10/01/33  | 415000 | 429583 |
| **City of Modesto Wastewater Revenue** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.23%, 11/01/32 *(b)* | 350000 | 307071 |
| **City of New York** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/01/34  | 1365000 | 1431764 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| GO Bonds Series 2023 B-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.98%, 10/01/38 *(b)* | 1315000 | 1395252 |
| GO Bonds 2025 E-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 10/01/32  | 5005000 | 4977427 |
| GO Bonds 2025 E-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 10/01/33  | 5000000 | 4975965 |
| **City of North Platte Combined Utilities Revenue** |  |  |
| RB Series 2026B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 12/15/27  | 145000 | 144729 |
| RB Series 2026B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 12/15/28  | 200000 | 199168 |
| RB Series 2026B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 12/15/29  | 235000 | 233136 |
| RB Series 2026B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/15/30  | 150000 | 148875 |
| RB Series 2026B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 12/15/31 *(b)* | 525000 | 518995 |
| RB Series 2026B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 12/15/32 *(b)* | 200000 | 197556 |
| **City of Oakland** |  |  |
| GO Bonds Series 2025B-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/15/36 *(b)* | 1350000 | 1356504 |
| GO Bonds Series 2025B-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/37 *(b)* | 3160000 | 3181469 |
| GO Bonds Series 2025B-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/38 *(b)* | 3535000 | 3562806 |
| GO Bonds Series 2025B-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/39 *(b)* | 2805000 | 2822197 |
| GO Bonds Series2023 A-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/31  | 195000 | 206498 |
| **City of Ogden City Sewer & Water Revenue** |  |  |
| RB Series 2020 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/15/27  | 305000 | 296645 |
| **City of Philadelphia** |  |  |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 08/01/30  | 550000 | 561762 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/01/32  | 2260000 | 2333543 |
| **City of Shelbyville** |  |  |
| GO Bonds Series 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/01/27  | 235000 | 225457 |
| **City of Trussville** |  |  |
| GO Bonds Series 2020 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.26%, 10/01/27  | 220000 | 211638 |
| **City of Watertown** |  |  |
| GO Bonds Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/01/27  | 290000 | 283826 |
| **City of Worcester** |  |  |
| GO Bonds Series 1998 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/01/28  | 1140000 | 1169376 |
| **Colorado Health Facilities Authority** |  |  |
| RB Series 2019B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/01/44  | 1910000 | 1563249 |
| **Colorado Housing & Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.51%, 11/01/30  | 250000 | 253627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 11/01/32  | 350000 | 358103 |
| RB Series 2025 O-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 11/01/31  | 1500000 | 1493100 |
| RB Series 2025 O-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 11/01/32  | 1005000 | 997552 |
| **Commonwealth Financing Authority** |  |  |
| RB Series 2019A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 06/01/41  | 890000 | 762892 |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 06/01/38  | 725000 | 670284 |

---

**3**

------

Schwab Core Bond ETF

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 06/01/38  | 150000 | 141414 |
| **County of Franklin** |  |  |
| RB Series 2019 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/50  | 850000 | 607887 |
| **County of Harris Hotel Occupancy Tax Revenue** |  |  |
| RB 2024 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 08/15/37 *(b)* | 745000 | 741875 |
| **County of La Salle** |  |  |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/29  | 350000 | 349526 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 03/01/30  | 400000 | 399443 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 03/01/31  | 410000 | 409960 |
| **County of Larimer** |  |  |
| Certificate Participation Series 2025B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 12/01/29  | 1225000 | 1226242 |
| Certificate Participation Series 2025B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/01/30  | 700000 | 700617 |
| **County of Miami-Dade** |  |  |
| RB Series 2009 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 10/01/29  | 150000 | 164213 |
| **County of Miami-Dade Seaport Department** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 10/01/30  | 2500000 | 2267385 |
| **County of Pima** |  |  |
| RB Series 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.03%, 05/01/31  | 215000 | 192967 |
| **County of Pinal** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 08/01/36 *(b)* | 385000 | 397791 |
| **County of Riverside** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 02/15/35  | 2975000 | 3016457 |
| **County of St. Louis** |  |  |
| RB Series 2020 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/27  | 435000 | 421221 |
| **Dallas Fort Worth International Airport** |  |  |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 11/01/51  | 790000 | 647587 |
| **District of Columbia** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/35 *(b)* | 520000 | 549400 |
| **District of Columbia Income Tax Revenue** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 06/01/40 *(b)* | 500000 | 507082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 06/01/45 *(b)* | 2490000 | 2554391 |
| **Georgia Higher Education Facilities Authority** |  |  |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/01/32  | 730000 | 739535 |
| **Golden State Tobacco Securitization Corp.** |  |  |
| RB Series 2021 A-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 06/01/27  | 990000 | 968585 |
| RB Series 2021 A-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 06/01/28  | 1970000 | 1894821 |
| RB Series 2021 A-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 06/01/29  | 1090000 | 1030412 |
| **Harris County Cultural Education Facilities Finance** <br> **Corp.**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 11/15/26  | 235000 | 232609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 11/15/27  | 230000 | 223988 |
| **Idaho Housing & Finance Association** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 01/01/31  | 1325000 | 1333687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 07/01/31  | 1395000 | 1403011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/01/32  | 500000 | 516580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/01/33  | 400000 | 404304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/01/33  | 385000 | 386865 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/01/33  | 675000 | 683504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 07/01/33  | 500000 | 523599 |
| **Illinois Housing Development Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 04/01/33  | 945000 | 970163 |
| RB Series 2025 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 10/01/31  | 500000 | 508971 |
| RB Series 2025 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 10/01/33 *(b)* | 500000 | 511353 |
| **Indiana Finance Authority** |  |  |
| RB Series 2022 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 03/01/52 *(b)* | 1000000 | 816317 |
| **Indiana Housing & Community Development** <br> **Authority**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 01/01/31  | 200000 | 204385 |
| **Iowa Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 01/01/31  | 100000 | 102313 |
| **JobsOhio Beverage System** |  |  |
| RB Series 2013 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 01/01/35  | 1950000 | 1948894 |
| **Kansas Development Finance Authority** |  |  |
| RB Series 2021 K |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.52%, 05/01/28  | 230000 | 218331 |
| RB Series H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 04/15/45  | 1300000 | 1253794 |
| **Kentucky State Property & Building Commission** |  |  |
| RB Series 2021 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 09/01/31  | 965000 | 867989 |
| **Lawton Industrial Development Authority** |  |  |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/01/26  | 300000 | 300099 |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/27  | 400000 | 399828 |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/01/29  | 400000 | 399284 |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/31  | 400000 | 400918 |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/01/32  | 400000 | 400512 |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/01/33  | 400000 | 401381 |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/35  | 400000 | 401838 |
| **Los Angeles Community College District** |  |  |
| GO Bonds 2004 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 08/01/29  | 1425000 | 1458839 |
| **Los Angeles Unified School District** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 10/01/27  | 250000 | 251028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 10/01/30  | 525000 | 531850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 10/01/32  | 750000 | 766477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 10/01/33  | 765000 | 787270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 10/01/39 *(b)* | 8205000 | 8444701 |
| **Maine Health & Higher Educational Facilities** <br> **Authority**<br>|  |  |
| RB Series 2021 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 07/01/28  | 300000 | 285775 |
| **Maryland Department of Housing & Community** <br> **Development**<br>|  |  |
| RB Series 2025 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 09/01/32  | 685000 | 699212 |
| **Massachusetts Development Finance Agency** |  |  |
| RB Series 2025G |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/01/28  | 2000000 | 2009310 |
| RB Series 2025G |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 10/01/30  | 4000000 | 4090624 |

---

**4**

------

Schwab Core Bond ETF

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Massachusetts Housing Finance Agency** |  |  |
| RB Series 2025 243 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/31  | 500000 | 506519 |
| RB Series 2025 243 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 06/01/33  | 500000 | 506677 |
| **McKinney Economic Development Corp. Sales Tax** <br> **Revenue**<br>|  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/01/33  | 220000 | 230761 |
| **Michigan Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 09/01/49 *(b)(d)* | 535000 | 532352 |
| **Michigan State Housing Development Authority** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 06/01/31  | 675000 | 664867 |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 06/01/33  | 375000 | 370932 |
| **Minnesota Housing Finance Agency** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/01/29  | 760000 | 771582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 01/01/31  | 635000 | 631179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 01/01/31  | 825000 | 845125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 07/01/33  | 790000 | 786335 |
| RB Series 2025 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 01/01/32  | 500000 | 510757 |
| **Montgomery County Housing Opportunities** <br> **Commission**<br>|  |  |
| RB Series 2025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 12/01/37 *(b)* | 500000 | 500491 |
| RB Series 2025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 12/01/29  | 250000 | 252568 |
| **Nebraska Investment Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/01/33  | 285000 | 302021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 *(b)* | 1630000 | 1729554 |
| **New Hampshire Business Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/35  | 2080000 | 2242793 |
| **New Hampshire Housing Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 01/01/31  | 760000 | 760651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 07/01/31  | 755000 | 754754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 01/01/33  | 450000 | 450890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 07/01/33  | 475000 | 476349 |
| **New Jersey Economic Development Authority** |  |  |
| RB Series 2019 NNN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 06/15/33  | 645000 | 617182 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.43%, 02/15/29  | 1721000 | 1806048 |
| **New Jersey Educational Facilities Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 09/01/27  | 475000 | 470042 |
| **New York City Housing Development Corp.** |  |  |
| RB Series 2020 F1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 05/01/30 *(b)* | 235000 | 217423 |
| **New York City Transitional Finance Authority** <br> **Future Tax Secured Revenue**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/01/31  | 1055000 | 1081858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 05/01/33  | 1005000 | 1042545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 05/01/40 *(b)* | 1000000 | 1033131 |
| RB Series 2025 F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/01/27  | 295000 | 298194 |
| RB Series 2018 C-5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/30 *(b)* | 250000 | 246681 |
| RB Series 2026 D-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/01/26  | 2500000 | 2499067 |
| RB Series 2026 D-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/01/27  | 2500000 | 2491057 |
| **New York State Dormitory Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 07/01/35  | 7000000 | 7205786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.99%, 07/01/45 *(b)* | 1840000 | 1907913 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **North Dakota Housing Finance Agency** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/01/31  | 475000 | 489507 |
| **Ontario Public Financing Authority** |  |  |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 10/01/34  | 500000 | 498207 |
| **Oregon State Lottery** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/01/30  | 250000 | 253682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 *(b)* | 500000 | 519801 |
| **Pennsylvania Economic Development Financing** <br> **Authority**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 03/01/29  | 1855000 | 1779737 |
| RB Series 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.97%, 06/15/28  | 1120000 | 1073876 |
| RB Series 2025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 06/01/29  | 155000 | 157618 |
| RB Series 2025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/31  | 210000 | 215455 |
| **Philadelphia Authority for Industrial Development** |  |  |
| RB Series 1999 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 10/15/28  | 11745000 | 12394158 |
| **Port Authority of New York & New Jersey** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/40  | 490000 | 514468 |
| RB Series 2019 215 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 08/01/69  | 300000 | 184933 |
| **Public Finance Authority** |  |  |
| RB Series 2017A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 07/01/27  | 300000 | 297371 |
| **Redevelopment Authority of the City of** <br> **Philadelphia**<br>|  |  |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.07%, 11/01/29  | 2010000 | 2007359 |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/01/30  | 1475000 | 1471767 |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 11/01/32  | 1420000 | 1419394 |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/01/36 *(b)* | 4000000 | 3990872 |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/01/37 *(b)* | 3430000 | 3425548 |
| RB Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/01/41 *(b)* | 2500000 | 2493740 |
| **Redondo Beach Community Financing Authority** |  |  |
| RB Series 2021 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 05/01/30  | 525000 | 483997 |
| **Rhode Island Housing & Mortgage Finance Corp.** |  |  |
| RB Series 2025 85 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 10/01/33 *(b)* | 500000 | 502284 |
| **Rutgers The State University of New Jersey** |  |  |
| Series R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 05/01/43  | 1695000 | 1379803 |
| **Sales Tax Securitization Corp.** |  |  |
| RB Series 2017 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 01/01/29  | 1015000 | 990794 |
| RB Series 2024 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/01/39 *(b)* | 4180000 | 4188628 |
| RB Series 2021B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 01/01/48 *(b)* | 100000 | 71324 |
| **San Francisco City & County Redevelopment** <br> **Successor Agency**<br>|  |  |
| RB Series 2025 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 08/01/31  | 800000 | 803258 |
| RB Series 2025 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/01/32  | 500000 | 502454 |
| RB Series 2025 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/01/33  | 1000000 | 1008157 |

---

**5**

------

Schwab Core Bond ETF

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **San Jose Financing Authority** |  |  |
| Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.86%, 06/01/38 *(b)* | 7395000 | 5871534 |
| **South Carolina Public Service Authority** |  |  |
| RB Series 2009 F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 01/01/30  | 756000 | 781073 |
| RB Series 2012 E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/30  | 1355000 | 1366832 |
| RB Series 2025 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 12/01/28  | 350000 | 354767 |
| RB Series 2025 C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 12/01/32  | 125000 | 127160 |
| **Southwestern Illinois Community College District** <br> **No. 522**<br>|  |  |
| Refunding GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/01/29  | 650000 | 653660 |
| Refunding GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 12/01/30  | 800000 | 807602 |
| Refunding GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/31  | 1300000 | 1316373 |
| Refunding GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/32  | 860000 | 872513 |
| **Southwestern Illinois Development Authority** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.06%, 04/01/31  | 400000 | 411377 |
| **State Board of Administration Finance Corp.** |  |  |
| RB Series 2024 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 07/01/34 *(b)* | 9898000 | 10368244 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 07/01/27  | 986000 | 958656 |
| **State of California** |  |  |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/01/35  | 3505000 | 3592755 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/38 *(b)* | 1330000 | 1333789 |
| **State of Connecticut** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.59%, 03/15/30  | 250000 | 255066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/35  | 200000 | 208214 |
| GO Bonds Series 2008A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/32  | 535000 | 569870 |
| **State of Hawaii** |  |  |
| GO Bonds Series 2021 GN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 10/01/41 *(b)* | 205000 | 204821 |
| **State of Illinois** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/01/28  | 9760000 | 9704719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/01/31  | 3055000 | 3033844 |
| GO Bonds (Pension Funding) Series 2003 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/33  | 2416960 | 2459690 |
| GO Bonds Series 2024 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 10/01/32  | 365000 | 360027 |
| GO Bonds Series 2026A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 04/01/36 *(c)* | 5050000 | 5067574 |
| **State of Oregon** |  |  |
| GO Bonds (Pension Funding) Series 2003 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.89%, 06/01/27  | 441516 | 446906 |
| **Sumter Landing Community Development District** |  |  |
| RB Series 2016 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 10/01/47  | 1100000 | 990337 |
| **Texas Tech University System** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 02/15/29  | 200000 | 203347 |
| **Toledo Lucas County Public Library** |  |  |
| GO Bonds Series 2025 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 12/01/38 *(b)* | 750000 | 767786 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **University of California College of the Law San** <br> **Francisco**<br>|  |  |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 08/01/27  | 225000 | 225075 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 08/01/28  | 125000 | 124746 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 08/01/29  | 100000 | 99517 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 08/01/30  | 125000 | 124479 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 08/01/31  | 200000 | 198998 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 08/01/32  | 200000 | 199834 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 08/01/33  | 200000 | 199858 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 08/01/34  | 200000 | 201054 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 08/01/35  | 250000 | 251853 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 08/01/36  | 200000 | 201850 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 08/01/37 *(b)* | 300000 | 303007 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 08/01/38 *(b)* | 350000 | 353843 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 08/01/39 *(b)* | 500000 | 508346 |
| RB Series 2026 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 08/01/40 *(b)* | 735000 | 748947 |
| **University of Michigan** |  |  |
| RB Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/47  | 1405000 | 1164704 |
| **University of North Texas System** |  |  |
| RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.31%, 04/15/39 *(b)* | 320000 | 327353 |
| **Utah Housing Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 01/01/31  | 270000 | 276629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/01/33  | 825000 | 863047 |
| RB Series 2025 D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 01/01/34 *(b)* | 360000 | 367170 |
| RB Series 2026C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 01/01/32 *(c)* | 500000 | 497463 |
| **Vermont Housing Finance Agency** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.36%, 11/01/33  | 230000 | 239876 |
| RB Series 2025 B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 11/01/34 *(b)* | 135000 | 139687 |
| **Virginia Housing Development Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 01/01/31  | 650000 | 646511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/31  | 955000 | 949251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 01/01/32  | 1915000 | 1901714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 07/01/32  | 1590000 | 1576770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 01/01/33  | 660000 | 660340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 07/01/33  | 500000 | 499816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 01/01/34 *(b)* | 500000 | 500920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 07/01/34 *(b)* | 650000 | 651071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 01/01/35 *(b)* | 960000 | 961915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 07/01/35 *(b)* | 890000 | 894261 |
| **Williamsburg Economic Development Authority** |  |  |
| RB Series 2025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 11/01/35  | 1015000 | 1021159 |
|  |  | **272708928** |
| **Total Government Related**<br> **(Cost $270,908,761)** | **Total Government Related**<br> **(Cost $270,908,761)** | **272708928** |

---

**6**

------

Schwab Core Bond ETF

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **SECURITIZED** 29.3% OF NET ASSETS | **SECURITIZED** 29.3% OF NET ASSETS | **SECURITIZED** 29.3% OF NET ASSETS |
| **Mortgage-Backed Securities Pass-Through 29.3%** | **Mortgage-Backed Securities Pass-Through 29.3%** | **Mortgage-Backed Securities Pass-Through 29.3%** |
| **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 to 08/01/52 *(b)* | 30801579 | 25763070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/01/31 to 04/01/52 *(b)* | 13722094 | 12033197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/50 to 11/01/52 *(b)* | 2787859 | 2468275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/51 to 11/01/54 *(b)* | 5262030 | 4856137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 to 09/01/52 *(b)* | 4953247 | 4693065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/52 to 10/01/52 *(b)* | 24385454 | 23639739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/52 to 12/01/54 *(b)* | 15382110 | 15253203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/53 to 05/01/55 *(b)* | 17550689 | 17694222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/53 to 05/01/55 *(b)* | 7571386 | 7748803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/53 to 06/01/55 *(b)* | 4261087 | 4461327 |
| **Federal National Mortgage Association** | **Federal National Mortgage Association** | **Federal National Mortgage Association** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 to 10/01/52 *(b)* | 38645635 | 31920059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/01/35 to 02/01/52 *(b)* | 21540142 | 18735759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/01/51 to 09/01/52 *(b)* | 15437610 | 13743694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/50 to 10/01/52 *(b)* | 16292090 | 15038061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/51 to 08/01/55 *(b)* | 31521222 | 29866893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/52 to 01/01/53 *(b)* | 12231839 | 11857383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/53 to 09/01/55 *(b)* | 18028087 | 17820420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/52 to 08/01/55 *(b)* | 6846122 | 6894719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/01/53 to 05/01/55 *(b)* | 9872404 | 10070304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 to 08/01/55 *(b)* | 2514227 | 2598851 |
| **Government National Mortgage Association** | **Government National Mortgage Association** | **Government National Mortgage Association** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/20/50 to 06/20/52 *(b)* | 14745749 | 12691885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/49 to 09/20/52 *(b)* | 9914072 | 8863983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/20/50 to 01/20/53 *(b)* | 10031167 | 9284961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/20/48 to 06/20/54 *(b)* | 23471200 | 22209291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/20/48 to 07/20/53 *(b)* | 22585102 | 21997739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/20/54 to 08/20/55 *(b)* | 7958331 | 8031792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/20/54 to 08/20/55 *(b)* | 4274435 | 4347539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/20/54 to 08/20/54 *(b)* | 226331 | 235326 |
| **Total Securitized**<br> **(Cost $363,969,560)** | **Total Securitized**<br> **(Cost $363,969,560)** | **364819697** |

---

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

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **Short-Term Investments** 0.5% OF NET ASSETS | **Short-Term Investments** 0.5% OF NET ASSETS | **Short-Term Investments** 0.5% OF NET ASSETS |
| **Money Market Funds 0.5%** | **Money Market Funds 0.5%** | **Money Market Funds 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.60% *(e)*<br>| 6558819 | **6558819** |
| **Total Short-Term Investments**<br> **(Cost $6,558,819)** | **Total Short-Term Investments**<br> **(Cost $6,558,819)** | **6558819** |
| **Total Investments in Securities**<br> **(Cost $1,253,407,433)** | **Total Investments in Securities**<br> **(Cost $1,253,407,433)** | **1250975073** |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* Fixed-to-Float security is in a fixed-rate coupon period.

&nbsp;&nbsp;&nbsp;&nbsp;*(b)* 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).

&nbsp;&nbsp;&nbsp;&nbsp;*(c)* Security or a portion of the security purchased on a delayed-delivery or when-issued basis.

&nbsp;&nbsp;&nbsp;&nbsp;*(d)* Bond currently pays a fixed coupon rate and will be remarketed at a to be determined rate at the end of the current fixed rate term.

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

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

---

| | |
|:---|:---|
| COP — | Certificate of participation |
| GO — | General obligation |
| RB — | Revenue bond |
| REIT — | Real Estate Investment Trust |

---

&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 March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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; $384750731 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $384750731 |
| Treasuries<sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 222136898 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 222136898 |
| Government Related<sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 272708928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 272708928 |
| Securitized<sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 364819697 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 364819697 |
| Short-Term Investments<sup>1</sup> <br>| 6558819 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6558819 |
| **Total** | **$6558819** | &nbsp;&nbsp; **$1244416254** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1250975073** |

---

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

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

**7**

------

Schwab Core Bond ETF

**Notes to Portfolio Holdings (Unaudited)** 

------

Pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the 1940 Act), the Board of Trustees has designated authority to a Valuation Designee, the fund's investment adviser, to make fair valuation determinations under adopted procedures, subject to Board of Trustees oversight. The investment adviser has formed a Pricing Committee to administer the pricing and valuation of portfolio securities and other assets and liabilities as well as 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 fund's 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 techniques, 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 fair value.

&nbsp;&nbsp;&nbsp;&nbsp;● **Mutual funds:** Mutual funds are valued at their respective net asset values.

&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 the fund's securities when market prices are not "readily available" or are unreliable. For example, a security may be fair valued when it's 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 the 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 fund discloses the fair value of its 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. These generally include active listed equities, mutual funds, exchange-traded funds and futures contracts. Mutual funds and exchange-traded funds are classified as Level 1 prices, without consideration to the classification level of the underlying securities held which could be Level 1, Level 2, or Level 3 in the fair value hierarchy.

&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 forward foreign currency exchange contracts, 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

**8**

------

Schwab Core Bond ETF

**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 the 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.

The levels associated with valuing the fund's investments are disclosed in the fund's Portfolio Holdings.

REG127738MAR26

**9**

------

## 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 STRATEGIC TRUST

- **b. Investment Company Act file number:** 811-22311

- **c. CIK number of Registrant:** 0001454889

- **d. LEI of Registrant:** 549300NAZEQOIX80E226

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

  - **Street Address 1:** 425 Market 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 Core Bond ETF

- **b. EDGAR series identifier (if any):** S000089699

- **c. LEI of Series:** 254900BQL27NJ8TXFS89

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1255772177.66

**Total Liabilities:** $11800005.65

**Net Assets:** $1243972172.01

**Delayed Delivery Securities:** $8550000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 30.83000000 | **1-Year:** 7575.79000000 | **5-Year:** 62001.96000000 | **10-Year:** 204775.59000000 | **30-Year:** 326070.74000000

**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 C000256323 | 0.35%                | 1.60%                | -1.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-199275.77              | $-303887.15                                |
| Month 2  | $69986.19                | $14758432.15                               |
| Month 3  | $-1201697.34             | $-24614992.79                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                                | AT&T Inc                                                                | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $3711318.60   | 0.30%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $4920955.20   | 0.40%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5123830.20   | 0.41%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp                                            | ALBANY NY CAPITAL RESOURCE CORP                                         | CUSIP: 012432EV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $642887.91    | 0.05%             | 2031-05-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp                                            | ALBANY NY CAPITAL RESOURCE CORP                                         | CUSIP: 012432EX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $774713.81    | 0.06%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                          | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $4985727.00   | 0.40%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                          | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3310240.60   | 0.27%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                | American Airlines 2017-1 Class AA Pass Through Trust                    | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283750 | PA      | $275961.06    | 0.02%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                | American Airlines 2017-2 Class AA Pass Through Trust                    | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475267 | PA      | $457329.98    | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | 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        |    931940 | PA      | $915323.56    | 0.07%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                | American Airlines 2016-3 Class AA Pass Through Trust                    | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068191 | PA      | $1035386.39   | 0.08%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                  | American Airlines 2015-2 Class AA Pass Through Trust                    | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3540887 | PA      | $3481329.56   | 0.28%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                 | American Airlines 2019-1 Class AA Pass Through Trust                    | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6029351 | PA      | $5615496.55   | 0.45%             | 2032-02-15      | Fixed         | 3.15%                 | 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        |  12583631 | PA      | $11266628.39  | 0.91%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                     | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5345189.20   | 0.43%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                             | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4961250.00   | 0.40%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                            | American Municipal Power, Inc.                                          | CUSIP: 02765UPG3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    300000 | PA      | $281964.60    | 0.02%             | 2030-02-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                | Anheuser-Busch InBev Finance Inc                                        | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   5735000 | PA      | $5182776.85   | 0.42%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of Asheville NC                                                    | ASHEVILLE NC LIMITED OBLIG                                              | CUSIP: 044037DF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $565907.65    | 0.05%             | 2033-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| City of Asheville NC                                                    | ASHEVILLE NC LIMITED OBLIG                                              | CUSIP: 044037DJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $645483.75    | 0.05%             | 2036-04-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Airport Customer Facility Charge                     | ATLANTA GA CUSTOMER FAC CHARGE REVENUE                                  | CUSIP: 047773AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $508452.50    | 0.04%             | 2035-07-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523975V4<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1071213.38   | 0.09%             | 2037-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523975W2<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   2285000 | PA      | $2289860.20   | 0.18%             | 2038-09-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523976M3<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    750000 | PA      | $750850.50    | 0.06%             | 2037-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523976N1<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    890000 | PA      | $891893.03    | 0.07%             | 2038-09-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9383051.40   | 0.75%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                    | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6230213.55   | 0.50%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                           | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4641991.70   | 0.37%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5330484.20   | 0.43%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                            | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5962000 | PA      | $5915019.44   | 0.48%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                  | Brookfield Finance Inc                                                  | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6340000 | PA      | $6270450.20   | 0.50%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broomfield Urban Renewal Authority                                      | Broomfield Urban Renewal Authority                                      | CUSIP: 114778BH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $528864.83    | 0.04%             | 2030-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burbank-Glendale-Pasadena Airport Authority Brick Campaign              | Burbank-Glendale-Pasadena Airport Authority Brick Campaign              | CUSIP: 120827CW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $284011.90    | 0.02%             | 2041-07-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5253136.00   | 0.42%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                         | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4857984.00   | 0.39%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | California Health Facilities Financing Authority                        | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    235000 | PA      | $224882.55    | 0.02%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | State of California                                                     | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1333789.17   | 0.11%             | 2038-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | State of California                                                     | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3505000 | PA      | $3592754.69   | 0.29%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                     | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                              | CUSIP: 13068XSF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3025227.00   | 0.24%             | 2036-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| California State University                                             | California State University                                             | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $668589.70    | 0.05%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4559032.35   | 0.37%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                              | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5485902.30   | 0.44%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                         | Caterpillar Inc                                                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2932644.00   | 0.24%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                     | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $4597588.80   | 0.37%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Central Florida Tourism Oversight District Utility Revenue              | CENTRL FLORIDA ST TOURISM OVERSIGHT DIST UTILS REVENUE                  | CUSIP: 153481AH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $498714.00    | 0.04%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Central Florida Tourism Oversight District Utility Revenue              | CENTRL FLORIDA ST TOURISM OVERSIGHT DIST UTILS REVENUE                  | CUSIP: 153481AJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $994858.00    | 0.08%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Central Florida Tourism Oversight District Utility Revenue              | CENTRL FLORIDA ST TOURISM OVERSIGHT DIST UTILS REVENUE                  | CUSIP: 153481AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1493901.00   | 0.12%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                    | CHARLOTTE NC COPS                                                       | CUSIP: 1610376H4<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509957.00    | 0.04%             | 2038-06-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                    | CHARLOTTE NC COPS                                                       | CUSIP: 1610376M3<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |   6460000 | PA      | $6584406.68   | 0.53%             | 2042-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5888091.20   | 0.47%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                      | CHICAGO IL                                                              | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    935000 | PA      | $939288.85    | 0.08%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Chula Vista CA                                                  | City of Chula Vista                                                     | CUSIP: 17131RAZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1493091.98   | 0.12%             | 2031-06-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                       | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4125888.00   | 0.33%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                           | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7220000 | PA      | $6623483.60   | 0.53%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                           | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $8516141.40   | 0.68%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $225075.15    | 0.02%             | 2027-08-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124745.88    | 0.01%             | 2028-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99517.00     | 0.01%             | 2029-08-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124479.00    | 0.01%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $198998.40    | 0.02%             | 2031-08-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199834.20    | 0.02%             | 2032-08-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199857.80    | 0.02%             | 2033-08-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201054.20    | 0.02%             | 2034-08-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251852.75    | 0.02%             | 2035-08-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201850.00    | 0.02%             | 2036-08-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303006.90    | 0.02%             | 2037-08-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $353842.65    | 0.03%             | 2038-08-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $508346.50    | 0.04%             | 2039-08-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco               | COLLEGE LAW SAN FRANCISCO REVENUE CA                                    | CUSIP: 194248AP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $748947.36    | 0.06%             | 2040-08-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                    | Colorado Health Facilities Authority                                    | CUSIP: 19648FNV2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1910000 | PA      | $1563249.05   | 0.13%             | 2044-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648G2G6<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1493100.00   | 0.12%             | 2031-11-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648G2H4<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $997551.95    | 0.08%             | 2032-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648GN40<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253627.25    | 0.02%             | 2030-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648GN65<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    350000 | PA      | $358102.85    | 0.03%             | 2032-11-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                        | Commonwealth Financing Authority                                        | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $141414.15    | 0.01%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                        | Commonwealth Financing Authority                                        | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $670283.53    | 0.05%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                        | Commonwealth Financing Authority                                        | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $762891.98    | 0.06%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                    | State of Connecticut                                                    | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    535000 | PA      | $569870.23    | 0.05%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                    | State of Connecticut                                                    | CUSIP: 20772KZL6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255065.75    | 0.02%             | 2030-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                    | State of Connecticut                                                    | CUSIP: 20772KZR3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208214.20    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                 | Dallas Fort Worth International Airport                                 | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $647586.70    | 0.05%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4450434.00   | 0.36%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                 | District of Columbia Income Tax Revenue                                 | CUSIP: 25477GXP5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507082.50    | 0.04%             | 2040-06-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                 | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                             | CUSIP: 25477GXQ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   2490000 | PA      | $2554391.40   | 0.21%             | 2045-06-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                    | District of Columbia                                                    | CUSIP: 25484JDK3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    520000 | PA      | $549399.76    | 0.04%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1755840.24   | 0.14%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4663666.80   | 0.37%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2821697.60   | 0.23%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                      | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3029338.80   | 0.24%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 31329MJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230607 | PA      | $222754.58    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132CW3X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432852 | PA      | $411375.51    | 0.03%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132CW5W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1160329 | PA      | $1100719.77   | 0.09%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132CXDU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311614 | PA      | $295029.56    | 0.02%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D55J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1539964 | PA      | $1466398.83   | 0.12%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1177481 | PA      | $1085836.24   | 0.09%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379966 | PA      | $350509.83    | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3236784 | PA      | $2978837.79   | 0.24%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1913567 | PA      | $1772812.88   | 0.14%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DP3G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2246760 | PA      | $1819052.44   | 0.15%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DPEC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2414955 | PA      | $2232795.92   | 0.18%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649806 | PA      | $596832.54    | 0.05%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DS5D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458744 | PA      | $389334.31    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3042666 | PA      | $2471361.49   | 0.20%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1470294 | PA      | $1193711.64   | 0.10%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300098 | PA      | $1107380.72   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSXZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1219150 | PA      | $1128133.55   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DTBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1406687 | PA      | $1146495.91   | 0.09%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228510 | PA      | $209874.23    | 0.02%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DUMC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3261301 | PA      | $3292536.68   | 0.26%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1799610 | PA      | $1587442.36   | 0.13%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988249 | PA      | $880832.53    | 0.07%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425335 | PA      | $1163410.79   | 0.09%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000598 | PA      | $3260617.48   | 0.26%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546311 | PA      | $464820.78    | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4510190 | PA      | $3664912.22   | 0.29%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6641408 | PA      | $5636534.13   | 0.45%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2786364 | PA      | $2259290.38   | 0.18%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2723449 | PA      | $2206217.96   | 0.18%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481438 | PA      | $390004.34    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3872802 | PA      | $3753882.78   | 0.30%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285324 | PA      | $283073.05    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749609 | PA      | $688499.76    | 0.06%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12488853 | PA      | $12107690.56  | 0.97%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723614 | PA      | $718474.86    | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4529403 | PA      | $4291387.79   | 0.34%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8023799 | PA      | $7778165.15   | 0.63%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3123542 | PA      | $3101359.24   | 0.25%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5042031 | PA      | $5015301.04   | 0.40%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601725 | PA      | $606975.05    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    903506 | PA      | $896097.86    | 0.07%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547985 | PA      | $1561122.20   | 0.13%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6934234 | PA      | $6995341.48   | 0.56%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3223397 | PA      | $3288981.77   | 0.26%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577739 | PA      | $581636.45    | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009283 | PA      | $1029638.00   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1953250 | PA      | $1966278.77   | 0.16%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    942149 | PA      | $961065.38    | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187429 | PA      | $193817.23    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4894063 | PA      | $4833398.70   | 0.39%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1570959 | PA      | $1581078.40   | 0.13%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240445 | PA      | $248712.64    | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1103497 | PA      | $1109254.24   | 0.09%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    751942 | PA      | $766216.11    | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132E0ZM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3150182 | PA      | $3312812.69   | 0.27%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133BXSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410030 | PA      | $405498.49    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100167 | PA      | $938847.01    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197460 | PA      | $187136.54    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226384 | PA      | $214539.58    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KR5L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644615 | PA      | $1702901.60   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140W0GX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905344 | PA      | $896483.67    | 0.07%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140W0SR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6542294 | PA      | $5825100.50   | 0.47%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XBMG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3526030 | PA      | $3267027.38   | 0.26%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XECQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173749 | PA      | $1045078.21   | 0.08%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2379990 | PA      | $2025720.09   | 0.16%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3534262 | PA      | $2865714.58   | 0.23%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2651404 | PA      | $2453051.15   | 0.20%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407914 | PA      | $362465.89    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4568080 | PA      | $3718346.50   | 0.30%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844078 | PA      | $719351.86    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187405 | PA      | $964037.98    | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038982 | PA      | $960104.61    | 0.08%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XHSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019912 | PA      | $865911.47    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJ4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593775 | PA      | $487145.52    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402908 | PA      | $380671.62    | 0.03%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJRA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4990268 | PA      | $4055017.00   | 0.33%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJUC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819671 | PA      | $666624.95    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XK2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3082601 | PA      | $2748496.08   | 0.22%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XK4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733924 | PA      | $696942.08    | 0.06%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972850 | PA      | $792904.76    | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XKJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617116 | PA      | $547155.91    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962707 | PA      | $891991.78    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XL7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5422768 | PA      | $4617252.83   | 0.37%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291839 | PA      | $248805.24    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLF37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082921 | PA      | $878830.20    | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466539 | PA      | $428506.10    | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623292 | PA      | $594109.70    | 0.05%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4912812 | PA      | $4762415.25   | 0.38%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3346619 | PA      | $2846491.08   | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMTB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758803 | PA      | $671486.06    | 0.05%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3399248 | PA      | $2764553.15   | 0.22%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610805 | PA      | $494741.64    | 0.04%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XNWQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3272354 | PA      | $3101409.74   | 0.25%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6729652 | PA      | $6669814.10   | 0.54%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588204 | PA      | $544209.76    | 0.04%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XQF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673013 | PA      | $545129.23    | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XQNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2855133 | PA      | $2543911.86   | 0.20%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XQQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4244925 | PA      | $4046175.82   | 0.33%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XRY66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297361 | PA      | $274299.29    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1317026 | PA      | $1075005.26   | 0.09%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718418 | PA      | $609272.42    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744735 | PA      | $631359.96    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2707130 | PA      | $2309628.27   | 0.19%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2927821 | PA      | $2784353.03   | 0.22%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2791911 | PA      | $2269640.01   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541123 | PA      | $498672.53    | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3708499 | PA      | $3412960.46   | 0.27%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7266574 | PA      | $5886523.83   | 0.47%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680838 | PA      | $4435953.02   | 0.36%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7349067 | PA      | $6763081.28   | 0.54%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346736 | PA      | $1276070.97   | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7319027 | PA      | $7094968.43   | 0.57%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5701085 | PA      | $5401057.46   | 0.43%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1060512 | PA      | $1004619.19   | 0.08%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788965 | PA      | $800575.47    | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1890980 | PA      | $1933083.06   | 0.16%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564256 | PA      | $1577801.85   | 0.13%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637593 | PA      | $650451.42    | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176203 | PA      | $182261.20    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891472 | PA      | $909078.45    | 0.07%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4978839 | PA      | $5076200.08   | 0.41%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4781251 | PA      | $4517627.49   | 0.36%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2811767 | PA      | $2774169.77   | 0.22%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1473520 | PA      | $1501492.47   | 0.12%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4686447 | PA      | $4623783.13   | 0.37%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737269 | PA      | $762043.93    | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5810229 | PA      | $5489870.41   | 0.44%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4492901 | PA      | $4516341.73   | 0.36%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600755 | PA      | $1654545.87   | 0.13%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2894877 | PA      | $2856168.97   | 0.23%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683031 | PA      | $705983.59    | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                              | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2395575.00   | 0.19%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                              | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3073592.00   | 0.25%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3133130.00   | 0.25%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                              | State Board of Administration Finance Corp.                             | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    986000 | PA      | $958656.25    | 0.08%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                              | State Board of Administration Finance Corp.                             | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   9898000 | PA      | $10368244.08  | 0.83%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| County of Franklin OH                                                   | County of Franklin                                                      | CUSIP: 353187EK9<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |    850000 | PA      | $607886.85    | 0.05%             | 2050-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                    | Freeport-McMoRan Inc                                                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   6795000 | PA      | $6441931.80   | 0.52%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    885420 | PA      | $794206.86    | 0.06%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327695 | PA      | $313184.63    | 0.03%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347720 | PA      | $341839.49    | 0.03%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    630848 | PA      | $564678.61    | 0.05%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VFN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    609456 | PA      | $525032.25    | 0.04%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460730 | PA      | $412967.98    | 0.03%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481377 | PA      | $460061.89    | 0.04%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    967736 | PA      | $903213.62    | 0.07%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    963178 | PA      | $829568.17    | 0.07%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2985351 | PA      | $2570883.49   | 0.21%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4067543 | PA      | $3760952.93   | 0.30%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4373138 | PA      | $4042836.46   | 0.32%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1184789 | PA      | $1121876.09   | 0.09%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3595052 | PA      | $3093547.30   | 0.25%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2401797 | PA      | $2274260.67   | 0.18%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1595132 | PA      | $1425576.26   | 0.11%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406615 | PA      | $378180.63    | 0.03%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4671760 | PA      | $4174449.62   | 0.34%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3906647 | PA      | $3361514.64   | 0.27%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    679418 | PA      | $607041.11    | 0.05%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553233 | PA      | $476034.69    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    701217 | PA      | $626463.72    | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2132832 | PA      | $1835304.67   | 0.15%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6189732 | PA      | $6021987.43   | 0.48%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4755723 | PA      | $4635509.18   | 0.37%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289547 | PA      | $258598.39    | 0.02%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4578511 | PA      | $4340991.97   | 0.35%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    984214 | PA      | $959030.70    | 0.08%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8828793 | PA      | $8359981.01   | 0.67%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4052100 | PA      | $3947791.68   | 0.32%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216135 | PA      | $199776.85    | 0.02%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637961 | PA      | $604084.61    | 0.05%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1394468 | PA      | $1358140.28   | 0.11%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246149 | PA      | $233078.00    | 0.02%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299546 | PA      | $291689.46    | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171658 | PA      | $173566.82    | 0.01%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91564 | PA      | $95205.00     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2433041 | PA      | $2459796.39   | 0.20%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y5N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134768 | PA      | $140120.77    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4561599 | PA      | $4441751.87   | 0.36%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4665482 | PA      | $4390127.21   | 0.35%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179YYT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118646 | PA      | $111643.97    | 0.01%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63694 | PA      | $64895.70     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341771 | PA      | $348221.45    | 0.03%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4893163 | PA      | $4928074.75   | 0.40%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3868970 | PA      | $3934422.24   | 0.32%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3622ADTQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460470 | PA      | $470354.08    | 0.04%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                  | GE HealthCare Technologies Inc                                          | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4692873.00   | 0.38%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| City of Garland TX                                                      | GARLAND TX                                                              | CUSIP: 366120GR8<br>LEI: 549300O5KXJ5HAWVEN53 | Long             | DBT              | MUN               | US        |    650000 | PA      | $657415.85    | 0.05%             | 2031-02-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                     | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3517416.00   | 0.28%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia Higher Education Facilities Authority                           | GEORGIA ST HGR EDU FACS AUTH REVENUE                                    | CUSIP: 373511KG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $739534.53    | 0.06%             | 2032-01-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                     | City of Glendale                                                        | CUSIP: 37828AAH2<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $907407.00    | 0.07%             | 2031-07-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                     | City of Glendale                                                        | CUSIP: 37828AAP4<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |    750000 | PA      | $620101.50    | 0.05%             | 2037-07-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                | Golden State Tobacco Securitization Corp.                               | CUSIP: 38122NC67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $968585.31    | 0.08%             | 2027-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                | Golden State Tobacco Securitization Corp.                               | CUSIP: 38122NC75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $1894820.86   | 0.15%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                | Golden State Tobacco Securitization Corp.                               | CUSIP: 38122NC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1030411.88   | 0.08%             | 2029-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9205000 | PA      | $8566449.15   | 0.69%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                             | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $5751949.70   | 0.46%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS REVENUE              | CUSIP: 414008CP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $232609.35    | 0.02%             | 2026-11-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                | Harris County Cultural Education Facilities Finance Corp.               | CUSIP: 414008CQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $223987.57    | 0.02%             | 2027-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Hotel Occupancy Tax Revenue                         | County of Harris Hotel Occupancy Tax Revenue                            | CUSIP: 414157BM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $741874.73    | 0.06%             | 2037-08-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                         | State of Hawaii                                                         | CUSIP: 419792R32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $204821.24    | 0.02%             | 2041-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Co Ltd                                                      | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4870000 | PA      | $4833134.10   | 0.39%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | Idaho Housing & Finance Association                                     | CUSIP: 45129Y7L4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    385000 | PA      | $386864.56    | 0.03%             | 2033-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BCW1<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516580.00    | 0.04%             | 2032-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BCZ4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    500000 | PA      | $523599.50    | 0.04%             | 2033-07-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BDX8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1333686.70   | 0.11%             | 2031-01-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BDY6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1395000 | PA      | $1403011.49   | 0.11%             | 2031-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BEB5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    400000 | PA      | $404304.40    | 0.03%             | 2033-01-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BEC3<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    675000 | PA      | $683504.33    | 0.05%             | 2033-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                  | Illinois Housing Development Authority                                  | CUSIP: 45203ML74<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508971.00    | 0.04%             | 2031-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                  | Illinois Housing Development Authority                                  | CUSIP: 45203MM32<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511353.50    | 0.04%             | 2033-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                  | ILLINOIS ST HSG DEV AUTH REVENUE                                        | CUSIP: 45203MT92<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    945000 | PA      | $970163.46    | 0.08%             | 2033-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | State of Illinois                                                       | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2416961 | PA      | $2459690.13   | 0.20%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | State of Illinois                                                       | CUSIP: 452153LG2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    365000 | PA      | $360026.51    | 0.03%             | 2032-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                             | CUSIP: 452153NC9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   9760000 | PA      | $9704719.36   | 0.78%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                             | CUSIP: 452153NF2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3055000 | PA      | $3033844.13   | 0.24%             | 2031-09-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                             | CUSIP: 452153QB8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   5050000 | PA      | $5067574.00   | 0.41%             | 2036-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                       | Indiana Housing & Community Development Authority                       | CUSIP: 45505WAH7<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204384.80    | 0.02%             | 2031-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                               | Indiana Finance Authority                                               | CUSIP: 45506EFH1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $816317.00    | 0.07%             | 2052-03-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                  | Iowa Finance Authority                                                  | CUSIP: 46247EHB4<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102313.20    | 0.01%             | 2031-01-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $7025766.80   | 0.56%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5742704.40   | 0.46%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                       | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1948894.35   | 0.16%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO                                                  | City of Kansas City                                                     | CUSIP: 485106P36<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |   2140000 | PA      | $2227243.52   | 0.18%             | 2039-04-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                    | Kansas Development Finance Authority                                    | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1253794.10   | 0.10%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                    | Kansas Development Finance Authority                                    | CUSIP: 48542RSL9<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    230000 | PA      | $218331.41    | 0.02%             | 2028-05-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                           | Kentucky State Property & Building Commission                           | CUSIP: 49151FP79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $867988.55    | 0.07%             | 2031-09-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                       | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5967354.80   | 0.48%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| County of La Salle TX                                                   | LA SALLE CNTY TX                                                        | CUSIP: 504678CW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $349525.75    | 0.03%             | 2029-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| County of La Salle TX                                                   | LA SALLE CNTY TX                                                        | CUSIP: 504678CX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $399442.80    | 0.03%             | 2030-03-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| County of La Salle TX                                                   | LA SALLE CNTY TX                                                        | CUSIP: 504678CY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $409959.82    | 0.03%             | 2031-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EB0<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    405000 | PA      | $410332.64    | 0.03%             | 2028-10-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662ED6<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    405000 | PA      | $414581.90    | 0.03%             | 2030-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EE4<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    415000 | PA      | $426416.65    | 0.03%             | 2031-10-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EF1<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206066.60    | 0.02%             | 2032-10-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EG9<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    415000 | PA      | $429582.69    | 0.03%             | 2033-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| County of Larimer CO                                                    | LARIMER CNTY CO COPS                                                    | CUSIP: 517132EB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1226242.15   | 0.10%             | 2029-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Larimer CO                                                    | LARIMER CNTY CO COPS                                                    | CUSIP: 517132EC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $700617.40    | 0.06%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300099.00    | 0.02%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $399827.60    | 0.03%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $399283.60    | 0.03%             | 2029-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400917.60    | 0.03%             | 2031-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400511.60    | 0.03%             | 2032-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401380.80    | 0.03%             | 2033-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005BA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401838.00    | 0.03%             | 2035-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                               | Los Angeles Community College District                                  | CUSIP: 54438CDT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1458839.48   | 0.12%             | 2029-08-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251027.75    | 0.02%             | 2027-10-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $531849.68    | 0.04%             | 2030-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $766476.75    | 0.06%             | 2032-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $787269.92    | 0.06%             | 2033-10-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8205000 | PA      | $8444700.87   | 0.68%             | 2039-10-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                          | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4962777.60   | 0.40%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                  | Maine Health & Higher Educational Facilities Authority                  | CUSIP: 56042RJ78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $285774.60    | 0.02%             | 2028-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Maryland Department of Housing & Community Development                  | Maryland Department of Housing & Community Development                  | CUSIP: 57419UPG7<br>LEI: 549300Q5BSL77YR7NP93 | Long             | DBT              | MUN               | US        |    685000 | PA      | $699212.38    | 0.06%             | 2032-09-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                | MASSACHUSETTS ST DEV FIN AGY REVENUE                                    | CUSIP: 57585BQS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2009310.00   | 0.16%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                | MASSACHUSETTS ST DEV FIN AGY REVENUE                                    | CUSIP: 57585BQT8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4090624.00   | 0.33%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                    | Massachusetts Housing Finance Agency                                    | CUSIP: 57587GW50<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506519.50    | 0.04%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                    | Massachusetts Housing Finance Agency                                    | CUSIP: 57587GW92<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506677.00    | 0.04%             | 2033-06-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| McKinney Economic Development Corp Sales Tax Revenue                    | McKinney Economic Development Corp. Sales Tax Revenue                   | CUSIP: 581655CW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $230761.08    | 0.02%             | 2033-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                 | County of Miami-Dade                                                    | CUSIP: 59333HBK1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    150000 | PA      | $164213.40    | 0.01%             | 2029-10-01      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                 | MIAMI-DADE CNTY FL SEAPORT REVENUE                                      | CUSIP: 59335KCS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2267385.00   | 0.18%             | 2030-10-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                              | MICHIGAN ST FIN AUTH REVENUE                                            | CUSIP: 59447TXB4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    535000 | PA      | $532351.75    | 0.04%             | 2049-09-01      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                            | MICHIGAN ST HSG DEV AUTH SF MTGE REVENUE                                | CUSIP: 594654L52<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |    675000 | PA      | $664866.90    | 0.05%             | 2031-06-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                            | MICHIGAN ST HSG DEV AUTH SF MTGE REVENUE                                | CUSIP: 594654L94<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |    375000 | PA      | $370931.63    | 0.03%             | 2033-06-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                   | Micron Technology Inc                                                   | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $5041918.80   | 0.41%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | Minnesota Housing Finance Agency                                        | CUSIP: 60416UPV1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510757.00    | 0.04%             | 2032-01-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UUJ2<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    760000 | PA      | $771581.64    | 0.06%             | 2029-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UUM5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    825000 | PA      | $845125.05    | 0.07%             | 2031-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UXC4<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    635000 | PA      | $631178.57    | 0.05%             | 2031-01-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UXH3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    790000 | PA      | $786335.19    | 0.06%             | 2033-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Modesto CA Wastewater Revenue                                   | MODESTO CA WSTWTR REVENUE                                               | CUSIP: 607802CD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $307071.10    | 0.02%             | 2032-11-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                      | Montgomery County Housing Opportunities Commission                      | CUSIP: 61335AAE5<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252567.50    | 0.02%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                      | Montgomery County Housing Opportunities Commission                      | CUSIP: 61335AAN5<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500491.50    | 0.04%             | 2037-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                          | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $9052209.00   | 0.73%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                          | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5285775.60   | 0.42%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                  | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   3750000 | PA      | $3735937.50   | 0.30%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                | New Hampshire Business Finance Authority                                | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2242793.28   | 0.18%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                   | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                          | CUSIP: 63968XBX2<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |    285000 | PA      | $302021.34    | 0.02%             | 2033-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                   | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                          | CUSIP: 63968XBZ7<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1729553.88   | 0.14%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $760651.32    | 0.06%             | 2031-01-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $754753.87    | 0.06%             | 2031-07-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $450890.10    | 0.04%             | 2033-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $476349.00    | 0.04%             | 2033-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                               | New Jersey Economic Development Authority                               | CUSIP: 64577B8K3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    645000 | PA      | $617181.80    | 0.05%             | 2033-06-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                               | New Jersey Economic Development Authority                               | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1721000 | PA      | $1806048.38   | 0.15%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                             | New Jersey Educational Facilities Authority                             | CUSIP: 6460662H2<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    475000 | PA      | $470042.43    | 0.04%             | 2027-09-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | City of New York                                                        | CUSIP: 64966Q7W4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1395251.82   | 0.11%             | 2038-10-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966SNA0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1431763.52   | 0.12%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966SRV0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5005000 | PA      | $4977427.46   | 0.40%             | 2032-10-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966SRW8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4975965.00   | 0.40%             | 2033-10-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XEB0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    250000 | PA      | $246681.25    | 0.02%             | 2030-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | New York City Housing Development Corp.                                 | CUSIP: 64972EQQ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    235000 | PA      | $217423.41    | 0.02%             | 2030-05-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JQY7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    295000 | PA      | $298193.97    | 0.02%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JUL0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1081858.19   | 0.09%             | 2031-05-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JUN6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1042544.79   | 0.08%             | 2033-05-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JUV8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033131.00   | 0.08%             | 2040-05-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                              | CUSIP: 64972JZJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2499067.50   | 0.20%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                              | CUSIP: 64972JZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2491057.50   | 0.20%             | 2027-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7205786.00   | 0.58%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64985SFF5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1907912.56   | 0.15%             | 2045-07-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                     | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5299964.30   | 0.43%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| North Dakota Housing Finance Agency                                     | North Dakota Housing Finance Agency                                     | CUSIP: 65889BCS1<br>LEI: 549300DVQAGW0B16JX70 | Long             | DBT              | MUN               | US        |    475000 | PA      | $489507.45    | 0.04%             | 2031-01-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                      | NORTH PLATTE NE COMB UTILITIES REVENUE                                  | CUSIP: 66161PCD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $144728.56    | 0.01%             | 2027-12-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                      | NORTH PLATTE NE COMB UTILITIES REVENUE                                  | CUSIP: 66161PCE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199168.40    | 0.02%             | 2028-12-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                      | NORTH PLATTE NE COMB UTILITIES REVENUE                                  | CUSIP: 66161PCF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $233136.22    | 0.02%             | 2029-12-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                      | NORTH PLATTE NE COMB UTILITIES REVENUE                                  | CUSIP: 66161PCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148875.30    | 0.01%             | 2030-12-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                      | NORTH PLATTE NE COMB UTILITIES REVENUE                                  | CUSIP: 66161PCH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $518994.53    | 0.04%             | 2031-12-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                      | NORTH PLATTE NE COMB UTILITIES REVENUE                                  | CUSIP: 66161PCJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $197555.60    | 0.02%             | 2032-12-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                      | OAKLAND CA                                                              | CUSIP: 672240D47<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   2805000 | PA      | $2822197.46   | 0.23%             | 2039-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                      | OAKLAND CA                                                              | CUSIP: 672240D70<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1356504.30   | 0.11%             | 2036-07-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                      | OAKLAND CA                                                              | CUSIP: 672240D88<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   3160000 | PA      | $3181469.04   | 0.26%             | 2037-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                      | OAKLAND CA                                                              | CUSIP: 672240D96<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   3535000 | PA      | $3562806.31   | 0.29%             | 2038-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                      | City of Oakland                                                         | CUSIP: 672240YY8<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    195000 | PA      | $206498.18    | 0.02%             | 2031-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Ogden City UT Sewer & Water Revenue                             | City of Ogden City Sewer & Water Revenue                                | CUSIP: 676313BA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $296645.14    | 0.02%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ontario Public Financing Authority                                      | ONTARIO CA PUBLIC FING AUTH LEASE REVENUE                               | CUSIP: 68304RFB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $498207.00    | 0.04%             | 2034-10-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $4383744.50   | 0.35%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1253070.00   | 0.10%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952160.00    | 0.08%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4149700.00   | 0.33%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                         | State of Oregon                                                         | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    441516 | PA      | $446905.64    | 0.04%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                    | Oregon State Lottery                                                    | CUSIP: 68607V6Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253682.25    | 0.02%             | 2030-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                    | Oregon State Lottery                                                    | CUSIP: 68607V7G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $519801.50    | 0.04%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $5562919.75   | 0.45%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | PENNSYLVANIA ST ECON DEV FINGAUTH GOVTL LEASE REVENUE                   | CUSIP: 70869HBB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1779737.09   | 0.14%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | Pennsylvania Economic Development Financing Authority                   | CUSIP: 70869PMT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1073876.16   | 0.09%             | 2028-06-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | Pennsylvania Economic Development Financing Authority                   | CUSIP: 70869PRB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157618.42    | 0.01%             | 2029-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | Pennsylvania Economic Development Financing Authority                   | CUSIP: 70869PRD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $215454.96    | 0.02%             | 2031-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                   | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   7680000 | PA      | $7142016.00   | 0.57%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                 | PHILADELPHIA PA                                                         | CUSIP: 717813D97<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    550000 | PA      | $561761.75    | 0.05%             | 2030-08-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                 | PHILADELPHIA PA                                                         | CUSIP: 717813E39<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2333542.66   | 0.19%             | 2032-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                       | Philadelphia Authority for Industrial Development                       | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |  11745000 | PA      | $12394157.90  | 1.00%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                              | CUSIP: 717868KJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $2007358.86   | 0.16%             | 2029-11-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                              | CUSIP: 717868KK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1471766.80   | 0.12%             | 2030-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                              | CUSIP: 717868KM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1419393.66   | 0.11%             | 2032-11-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                              | CUSIP: 717868KR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3990872.00   | 0.32%             | 2036-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                              | CUSIP: 717868KS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3425547.86   | 0.28%             | 2037-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                              | CUSIP: 717868KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2493740.00   | 0.20%             | 2041-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ                                                       | County of Pima                                                          | CUSIP: 72178JAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $192967.23    | 0.02%             | 2031-05-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| County of Pinal AZ                                                      | PINAL CNTY AZ REVENUE OBLGS                                             | CUSIP: 72205RJT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $397790.86    | 0.03%             | 2036-08-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | Port Authority of New York & New Jersey                                 | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $184932.60    | 0.01%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | Port Authority of New York & New Jersey                                 | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    490000 | PA      | $514467.66    | 0.04%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                 | Providence St Joseph Health Obligated Group                             | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019690.00   | 0.08%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                | Public Finance Authority                                                | CUSIP: 74442PDX0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    300000 | PA      | $297370.80    | 0.02%             | 2027-07-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                            | QUALCOMM Inc                                                            | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $4990892.40   | 0.40%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                | RTX Corp                                                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $6096802.00   | 0.49%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Redondo Beach Community Financing Authority                             | Redondo Beach Community Financing Authority                             | CUSIP: 757696AW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $483996.98    | 0.04%             | 2030-05-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Rhode Island Housing & Mortgage Finance Corp                            | Rhode Island Housing & Mortgage Finance Corp.                           | CUSIP: 76221SJD4<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502284.00    | 0.04%             | 2033-10-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | RIO TINTO FIN USA PLC                                                   | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   4330000 | PA      | $4400622.30   | 0.35%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                  | RIVERSIDE CNTY CA PENSN OBLG                                            | CUSIP: 76913CAT6<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |   2975000 | PA      | $3016456.63   | 0.24%             | 2035-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                              | Rutgers The State University of New Jersey                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1379802.89   | 0.11%             | 2043-05-01      | Fixed         | 3.27%                 | 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        |   6558819 | NS      | $6558818.73   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| County of St Louis MO                                                   | County of St. Louis                                                     | CUSIP: 791526QV1<br>LEI: 5493003TZLKXNN2MGO51 | Long             | DBT              | MUN               | US        |    435000 | PA      | $421220.51    | 0.03%             | 2027-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                           | Sales Tax Securitization Corp.                                          | CUSIP: 79467BAZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $990794.28    | 0.08%             | 2029-01-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                           | SALES TAX SECURITIZATION CORP IL                                        | CUSIP: 79467BDY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $71324.10     | 0.01%             | 2048-01-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                           | Sales Tax Securitization Corp.                                          | CUSIP: 79467BJL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4180000 | PA      | $4188627.52   | 0.34%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency       | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                | CUSIP: 79770GLA2<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    800000 | PA      | $803258.40    | 0.06%             | 2031-08-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency       | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                | CUSIP: 79770GLB0<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502454.50    | 0.04%             | 2032-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency       | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                | CUSIP: 79770GLC8<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008157.00   | 0.08%             | 2033-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| San Jose Financing Authority                                            | SAN JOSE CA FING AUTH LEASE REVENUE                                     | CUSIP: 798153NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7395000 | PA      | $5871533.87   | 0.47%             | 2038-06-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| City of Shelbyville TN                                                  | City of Shelbyville                                                     | CUSIP: 822346KJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $225457.12    | 0.02%             | 2027-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                 | Simon Property Group LP                                                 | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   6845000 | PA      | $6702829.35   | 0.54%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 8371477D3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    756000 | PA      | $781072.74    | 0.06%             | 2030-01-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 8371516T1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    350000 | PA      | $354767.00    | 0.03%             | 2028-12-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 8371516W4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127159.50    | 0.01%             | 2032-12-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 837151FV6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1366831.86   | 0.11%             | 2030-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Development Authority                             | Southwestern Illinois Development Authority                             | CUSIP: 84552YSV4<br>LEI: 549300B1KLLJ8NU5XK71 | Long             | DBT              | MUN               | US        |    400000 | PA      | $411377.20    | 0.03%             | 2031-04-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $653660.15    | 0.05%             | 2029-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $807602.40    | 0.06%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1316373.50   | 0.11%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $872513.00    | 0.07%             | 2032-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                           | SUMTER LANDING FL CDD RECREATIONAL REVENUE                              | CUSIP: 86657MBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $990336.60    | 0.08%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                            | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4771222.75   | 0.38%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $3806103.90   | 0.31%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $3614746.20   | 0.29%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                             | Target Corp                                                             | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4779563.60   | 0.38%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Tech University System                                            | Texas Tech University System                                            | CUSIP: 882806KZ4<br>LEI: 549300SPM8LGJKCQO195 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203347.20    | 0.02%             | 2029-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toledo Lucas County Public Library                                      | Toledo Lucas County Public Library                                      | CUSIP: 88928DAT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $767786.25    | 0.06%             | 2038-12-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| City of Trussville AL                                                   | City of Trussville                                                      | CUSIP: 898242NX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $211637.58    | 0.02%             | 2027-10-01      | Fixed         | 1.26%                 | 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        |   4529988 | PA      | $4413205.25   | 0.35%             | 2031-08-25      | Fixed         | 4.15%                 | 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        |   4905909 | PA      | $4983324.61   | 0.40%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |    969520 | PA      | $940744.32    | 0.08%             | 2028-07-07      | Fixed         | 3.10%                 | 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        |   9778748 | PA      | $9421725.50   | 0.76%             | 2028-10-07      | Fixed         | 2.88%                 | 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        |   9672271 | PA      | $8881563.06   | 0.71%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                                                | United Airlines 2015-1 Class AA Pass Through Trust                      | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1229971 | PA      | $1205334.84   | 0.10%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                              | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $4880448.00   | 0.39%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                              | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5552424.50   | 0.45%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11650000 | PA      | $7289441.46   | 0.59%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $3132421.88   | 0.25%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3605187.50   | 0.29%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22350000 | PA      | $21351234.38  | 1.72%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20256796.98  | 1.63%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28100000 | PA      | $27586296.88  | 2.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13425000 | PA      | $13244601.56  | 1.06%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26795918.07  | 2.15%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15800000 | PA      | $15667304.65  | 1.26%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $42632148.33  | 3.43%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34729297.05  | 2.79%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                  | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $5052495.60   | 0.41%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                  | University of Michigan                                                  | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1164704.26   | 0.09%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                        | University of North Texas System                                        | CUSIP: 914729WY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $327352.64    | 0.03%             | 2039-04-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | UTAH HSG CORP SF MTGE REVENUE                                           | CUSIP: 917437A88<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    500000 | PA      | $497462.50    | 0.04%             | 2032-01-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | Utah Housing Corp.                                                      | CUSIP: 917437TM7<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    360000 | PA      | $367169.76    | 0.03%             | 2034-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | UTAH HSG CORP SF MTGE REVENUE                                           | CUSIP: 917437UP8<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    270000 | PA      | $276628.77    | 0.02%             | 2031-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | UTAH HSG CORP SF MTGE REVENUE                                           | CUSIP: 917437UT0<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    825000 | PA      | $863047.35    | 0.07%             | 2033-01-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vermont Housing Finance Agency                                          | Vermont Housing Finance Agency                                          | CUSIP: 924190J44<br>LEI: 549300RD7EYN90K0W008 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139687.47    | 0.01%             | 2034-11-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vermont Housing Finance Agency                                          | VERMONT ST HSG FIN AGY                                                  | CUSIP: 924190N49<br>LEI: 549300RD7EYN90K0W008 | Long             | DBT              | MUN               | US        |    230000 | PA      | $239876.20    | 0.02%             | 2033-11-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPK2<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    650000 | PA      | $646511.45    | 0.05%             | 2031-01-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPL0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    955000 | PA      | $949250.90    | 0.08%             | 2031-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPM8<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1901713.73   | 0.15%             | 2032-01-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPN6<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1576769.61   | 0.13%             | 2032-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPP1<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    660000 | PA      | $660339.90    | 0.05%             | 2033-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPQ9<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    500000 | PA      | $499816.50    | 0.04%             | 2033-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPR7<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500920.50    | 0.04%             | 2034-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPS5<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    650000 | PA      | $651070.55    | 0.05%             | 2034-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPT3<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    960000 | PA      | $961915.20    | 0.08%             | 2035-01-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPU0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    890000 | PA      | $894261.32    | 0.07%             | 2035-07-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| City of Watertown WI                                                    | City of Watertown                                                       | CUSIP: 942214ZC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $283825.61    | 0.02%             | 2027-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                        | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6940000 | PA      | $6901760.60   | 0.55%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8585000 | PA      | $6450339.75   | 0.52%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                             | WILLIAMSBURG VA ECON DEV AUTH REVENUE                                   | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1021159.02   | 0.08%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                    | City of Worcester                                                       | CUSIP: 981305SA4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1169375.52   | 0.09%             | 2028-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

**Name of Applicant:** SCHWAB STRATEGIC TRUST

**Signature:** Dana Smith

**Name of Signer:** Dana Smith

**Title:** CFO